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数据重分割
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数据重分割
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multi sample splitting
数据重分割
在进行假设检验等统计推断时,将样本数据进行多次分割。每次分割将数据分为不相交的两部分,一部分数据用于估计、变量选择和选择估计量或检验统计量的形式等。正式的统计诊断则在另一部分数据之中进行。最后对多次分割结果进行聚合。
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