Pages that link to "Item:Q2445750"
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The following pages link to Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods (Q2445750):
Displaying 10 items.
- A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
- Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection (Q657529) (← links)
- On the performance of the flexible maximum entropy distributions within partially adaptive estimation (Q901610) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- On the usefulness of cross-validation for directional forecast evaluation (Q1623514) (← links)
- Representative random sampling: an empirical evaluation of a novel bin stratification method for model performance estimation (Q2103978) (← links)
- Markov cross-validation for time series model evaluations (Q2282291) (← links)
- Special issue on variable selection and robust procedures (Q2445742) (← links)
- A Comparison of Robust Model Choice Criteria Within a Metalearning Study (Q5141232) (← links)
- A new regression model for the analysis of bimodal censored data: a comparison with random survival forest (Q6654880) (← links)
