Model selection via multifold cross validation (Q2366740): Difference between revisions

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Revision as of 06:52, 5 March 2024

scientific article
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English
Model selection via multifold cross validation
scientific article

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    Model selection via multifold cross validation (English)
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    13 September 1993
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    model selection
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    final prediction error criterion
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    extension of leave- one-out cross validation
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    multifold cross validation
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    variable selection
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    FPE criterion
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    repeated learning-testing criterion
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    small sample properties
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