Markov cross-validation for time series model evaluations (Q2282291): Difference between revisions

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-.1016/j.ins.2016.09.061
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+Q3093216
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+On the usefulness of cross-validation for directional forecast evaluation
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+Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
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+Comparison of two bandwidth selectors with dependent errors
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+Estimating classification error rate: repeated cross-validation, repeated hold-out and bootstrap
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+Nonparametric kernel density estimation near the boundary
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+Fitting a bivariate additive model by local polynomial regression
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+Nonparametric regression with correlated errors.
@@ Property / cites work: Nonparametric regression with correlated errors. / rank @@
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+Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
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+.1016/J.INS.2016.09.061
@@ Property / DOI: 10.1016/J.INS.2016.09.061 / rank @@
+Normal rank