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If a linear regression model is used for prediction, the mean squared error of prediction (MSEP) measures the performance of the model. The MSEP is a function of unknown parameters and good estimates ...
Alexander M. Samarov, Bounded-Influence Regression via Local Minimax Mean Squared Error, Journal of the American Statistical Association, Vol. 80, No. 392 (Dec., 1985), pp. 1032-1040 ...