Statistical Fitting Criterion on the Basis of Cross-Validation Estimation

Statistical Fitting Criterion on the Basis of Cross-Validation Estimation Full article

Journal

Pattern Recognition and Image Analysis
ISSN: 1054-6618 , E-ISSN: 1555-6212

Output data

Year: 2018, Volume: 28, Number: 3, Pages: 510-515 Pages count : 6 DOI: 10.1134/S1054661818030148

Tags

cross-validation estimation; Fisher’s criterion; regression analysis; statistical hypothesis testing

Authors

Nedel’ko V.M. ¹

Affiliations

1	Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, pr. Koptyuga 4, Novosibirsk, 630090, Russian Federation

The statistical properties of cross-validation estimation as a criterion for choosing a decision model (a method for generating the decision function) are studied in the paper. For the variance analysis problem it is proved that the cross-validation criterion is equivalent to Fisher’s criterion for testing a homogeneity hypothesis under a certain significance level. It is revealed that the cross-validation criterion used for choosing the decision function among a certain one-parameter class and optimal decision function generation in the framework of a Bayesian model with normal parameter distribution are the same. © 2018, Pleiades Publishing, Ltd.

Nedel’ko V.M.
Statistical Fitting Criterion on the Basis of Cross-Validation Estimation
Pattern Recognition and Image Analysis. 2018. V.28. N3. P.510-515. DOI: 10.1134/S1054661818030148 Scopus OpenAlex

Scopus:	2-s2.0-85053539726
OpenAlex:	W2891293593

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Scopus	2
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