A survey of cross-validation procedures for model selection (Q975579): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 11:38, 30 July 2024

scientific article

Language	Label	Description	Also known as
English	A survey of cross-validation procedures for model selection	scientific article

Statements

scholarly article

0 references

A survey of cross-validation procedures for model selection (English)

0 references

zbMATH Open document ID

0 references

10.1214/09-SS054

0 references

0 references

0 references

Statistics Surveys

0 references

publication date

9 June 2010

0 references

full work available at URL

https://arxiv.org/abs/0907.4728

0 references

https://projecteuclid.org/euclid.ssu/1268143839

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

zbMATH Keywords

model selection

0 references

cross-validation

0 references

leave-one-out

0 references

0 references

describes a project that uses

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

Statistical predictor identification

0 references

0 references

The Relationship between Variable Selection and Data Agumentation and a Method for Prediction

0 references

0 references

Model selection by resampling penalization

0 references

Segmentation of the mean of heteroscedastic data via cross-validation

0 references

Model selection for regression on a random design

0 references

Risk bounds for model selection via penalization

0 references

Model selection and error estimation

0 references

0 references

0 references

0 references

Gaussian model selection

0 references

Minimal penalties for Gaussian model selection

0 references

Theory of Classification: a Survey of Some Recent Advances

0 references

10.1162/153244302760200704

0 references

Heuristics of instability and stabilization in model selection

0 references

0 references

A comparative study of ordinary cross-validation, <i>v</i>-fold cross-validation and the repeated learning-testing methods

0 references

0 references

A cross-validatory method for dependent data

0 references

DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS

0 references

Model Selection and Multimodel Inference

0 references

Nonparametric density estimation by exact leave-\(p\)-out cross-validation

0 references

Consistent cross-validated density estimation

0 references

Comparison of two bandwidth selectors with dependent errors

0 references

Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

0 references

Estimation of the conditional risk in classification: the swapping method

0 references

Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy

0 references

On the bias and variability of bootstrap and cross-validation estimates of error rate in discrimination problems

0 references

0 references

Distribution-free performance bounds for potential function rules

0 references

Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation

0 references

How Biased is the Apparent Error Rate of a Prediction Rule?

0 references

The Estimation of Prediction Error

0 references

0 references

Improvements on Cross-Validation: The .632+ Bootstrap Method

0 references

A predictive approach to the random effect model

0 references

The Predictive Sample Reuse Method with Applications

0 references

Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression

0 references

A distribution-free theory of nonparametric regression

0 references

Large sample optimality of least squares cross-validation in density estimation

0 references

On Kullback-Leibler loss and density estimation

0 references

On bandwidth choice in nonparametric regression with both short- and long-range dependent errors

0 references

Smoothed cross-validation

0 references

A local cross-validation algorithm

0 references

0 references

How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?

0 references

0 references

Data-driven bandwidth choice for density estimation based on dependent data

0 references

Kernel Regression Estimation Using Repeated Measurements Data

0 references

0 references

0 references

Least angle and \(\ell _{1}\) penalized regression: a review

0 references

0 references

Bayesian model averaging: A tutorial. (with comments and a rejoinder).

0 references

Robust Estimation of a Location Parameter

0 references

0 references

Rademacher penalties and structural risk minimization

0 references

Optimal Oracle Inequality for Aggregation of Classifiers Under Low Noise Condition

0 references

Suboptimality of Penalized Empirical Risk Minimization in Classification

0 references

Bandwidth selection in robust smoothing

0 references

Cross-validation in nonparametric regression with outliers

0 references

From Stein's unbiased risk estimates to the method of generalized cross- validation

0 references

Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set

0 references

Some Comments on C P

0 references

0 references

Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.

0 references

Inference for the generalization error

0 references

0 references

Asymptotic properties of criteria for selection of variables in multiple regression

0 references

Nonparametric regression with correlated errors.

0 references

Cross-Validation of Regression Models

0 references

Weak convergence of dependent empirical measures with application to subsampling in function spaces

0 references

0 references

0 references

A universal prior for integers and estimation by minimum description length

0 references

Robust Linear Model Selection by Cross-Validation

0 references

0 references

Histogram selection in non Gaussian regression

0 references

Estimating the dimension of a model

0 references

Linear Model Selection by Cross-Validation

0 references

Bootstrap Model Selection

0 references

0 references

Approximate efficiency of a selection procedure for the number of regression variables

0 references

An asymptotically optimal window selection rule for kernel density estimates

0 references

0 references

Asymptotics for and against cross-validation

0 references

0 references

0 references

The cross-validated adaptive epsilon-net estimator

0 references

Oracle inequalities for multi-fold cross validation

0 references

Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz

0 references

0 references

0 references

Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing

0 references

Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy

0 references

Model selection in nonparametric regression

0 references

Adaptive Regression by Mixing

0 references

Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation

0 references

0 references

Consistency of cross validation for comparing regression procedures

0 references

Model selection via multifold cross validation

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:975579

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q975579&oldid=37318398"