Bunke, Olaf; Droge, Bernd Bootstrap and cross-validation estimates of the prediction error for linear regression models. (English) Zbl 0557.62039 Ann. Stat. 12, 1400-1424 (1984). The authors provide additional insight into the behaviour of bootstrap estimators of the prediction error for linear regression models with normally distributed observations. A main result is that the bias corrected bootstrap estimator is best unbiased and should be the first choice. Reviewer: S.Wang Cited in 1 ReviewCited in 10 Documents MSC: 62G05 Nonparametric estimation 62J05 Linear regression; mixed models Keywords:model selection; cross-validation; estimators of the prediction error; normally distributed observations; bias corrected bootstrap estimator Software:alr3 PDFBibTeX XMLCite \textit{O. Bunke} and \textit{B. Droge}, Ann. Stat. 12, 1400--1424 (1984; Zbl 0557.62039) Full Text: DOI