Leave-one-out prediction intervals in linear regression models with many variables

Author(s)

Hannes Leeb, Lukas Steinberger

Organisation(s)

Department of Statistics and Operations Research

Publication date

2016

Austrian Fields of Science 2012

101029 Mathematical statistics

Portal url

https://ucrisportal.univie.ac.at/en/publications/leaveoneout-prediction-intervals-in-linear-regression-models-with-many-variables(0e0b96e8-c196-49b5-ac4a-a810f27f94ae).html