Does data splitting improve prediction?


Data splitting divides data into two parts. One part is reserved for model selection. In some applications, the second part is used for model validation but we use this part for estimating the parameters of the chosen model. We focus on the problem of constructing reliable predictive distributions for future observed values. We judge the predictive… (More)
DOI: 10.1007/s11222-014-9522-9

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