On the jackknife and bootstrap methods in estimating prediction error /
حول طريقتى البوتستراب والجاكنايف فى تقدير خطأ التنبؤ
Shereen Hamdy Abdellateef ; Supervised Amany Mousa Mohammed , Sanaa Moustafa Elgayar
- Cairo : Shereen Hamdy Abdellateef , 2012
- 118P. : charts ; 25cm
Thesis (M.Sc.) - Cairo University - Faculty of Economics and Political Science - Department of Statistics
This thesis is concerned with the problem of estimating and assessment of the true prediction error ( err ) in regression models . The estimation of prediction error is an important problem , very useful to evaluate the predictability of the models , what is traditionally known as model validation . Considering a multiple linear regression model with independent errors following a common distribution F with known mean and finite variance