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On the estimation of the expected actual error rate in sample-based multinomial classification
Author:
M. M
hner a
hner a
| Affiliation: | a Central Institute of Cancer Research, National Cancer Registry, Berlin |
DOI:
10.1080/02331888708802057
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
Assuming the two class case, several methods for estimating the expected actual error rate in sample-based multinomial classification are compared with respect to bias and mean absolute error. “Smooth” modifications of the estimators of COCHRAN and HOPKINS (1961) and HILLS (1966) are recommended. Some numerical results illustrate the performance of these estimators particularly in the case of sparsely occupied cells in contingency tables
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| Keywords: Primary 62H30,62H17; secondary 62E25; Multinomial distributions; error rates; posterior probability estimators; plug-in estimatiors; Bootstrap; leaving-one-out; cross-validation |
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