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Table 2 Simulation results for p = 1, Σ1 = Σ2 = I(1), N = 1000

From: Estimating misclassification error: a closer look at cross-validation based methods

Method n Δ ē a ē N M S E SD(MSE) V A R SD(VAR) MSB B I A S SD(BIAS)
LOOCV 50 1 0.30907 0.31124 0.00446 0.00635 0 0 0.00446 0.00217 0.06677
  50 3 0.07185 0.07114 0.00130 0.00184 0 0 0.00130 −0.00071 0.03603
BCVn 50 1 0.30907 0.30791 0.00942 0.00582 0.00543 0.00204 0.00399 −0.00116 0.06317
  50 3 0.07185 0.06781 0.00256 0.00180 0.00143 0.00074 0.00113 −0.00404 0.03340
LOOCV 100 1 0.30483 0.30579 0.00191 0.00281 0 0 0.00191 0.00096 0.04366
  100 3 0.07020 0.06987 0.00075 0.00114 0 0 0.00075 −0.00033 0.02741
BCVn 100 1 0.30483 0.30469 0.00419 0.00289 0.00243 0.00074 0.00175 −0.00013 0.04188
  100 3 0.07020 0.06829 0.00139 0.00109 0.00070 0.00030 0.00069 −0.00190 0.02621
k CV10 50 1 0.30907 0.31241 0.00461 0.00625 0.00029 0.00023 0.00432 0.00334 0.06568
  50 3 0.07185 0.07123 0.00131 0.00180 0.00008 0.00008 0.00123 −0.00062 0.03511
BCV10 50 1 0.30907 0.30906 0.00915 0.00526 0.00536 0.00145 0.00379 −0.00001 0.06163
  50 3 0.07185 0.06812 0.00252 0.00173 0.00141 0.00067 0.00111 −0.00373 0.03306
k CV10 100 1 0.30483 0.30642 0.00195 0.00280 0.00009 0.00005 0.00186 0.00160 0.04307
  100 3 0.07020 0.06993 0.00075 0.00108 0.00003 0.00002 0.00072 −0.00026 0.02683
BCV10 100 1 0.30483 0.30511 0.00411 0.00254 0.00241 0.00038 0.00170 0.00028 0.04125
  100 3 0.07020 0.06848 0.00136 0.00101 0.00069 0.00025 0.00067 −0.00171 0.02577
  1. e a = 1 / N i = 1 N e i , e N = 1 / N i = 1 N e Ri , M S B = 1 / N i = 1 N ( e Ri e i ) 2