Pages that link to "Item:Q5754763"
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The following pages link to The Estimation of Prediction Error (Q5754763):
Displaying 50 items.
- Model averaging for linear mixed models via augmented Lagrangian (Q2072389) (← links)
- Degrees of freedom for off-the-grid sparse estimation (Q2137058) (← links)
- Automatic identification of curve shapes with applications to ultrasonic vocalization (Q2189587) (← links)
- Prediction error after model search (Q2196193) (← links)
- Local behavior of sparse analysis regularization: applications to risk estimation (Q2252165) (← links)
- Estimating residual variance in random forest regression (Q2275646) (← links)
- Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate (Q2293382) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Logical and test consistency in pairwise multiple comparisons (Q2301083) (← links)
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)
- Data enriched linear regression (Q2346524) (← links)
- Comparing and selecting spatial predictors using local criteria (Q2348712) (← links)
- SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
- Structured regularization for conditional Gaussian graphical models (Q2361457) (← links)
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods (Q2445750) (← links)
- A new approach for selecting the number of factors (Q2445751) (← links)
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection (Q2445789) (← links)
- On the ``degrees of freedom'' of the lasso (Q2466686) (← links)
- Simultaneous inference: when should hypothesis testing problems be combined? (Q2482975) (← links)
- On generalized degrees of freedom with application in linear mixed models selection (Q2631358) (← links)
- On improved loss estimation for shrinkage estimators (Q2634655) (← links)
- Adaptive Order Determination for Constructing Time Series Forecasting Models (Q2807609) (← links)
- Spatial Shrinkage Estimation of Diffusion Tensors on Diffusion-Weighted Imaging Data (Q2861800) (← links)
- Evaluation of generalized degrees of freedom for sparse estimation by replica method (Q3302495) (← links)
- From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation (Q3304841) (← links)
- Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation” (Q3304842) (← links)
- Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani (Q3304843) (← links)
- On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression (Q3304846) (← links)
- Going Off the Grid: Iterative Model Selection for Biclustered Matrix Completion (Q3391180) (← links)
- Estimating Prediction Error: Cross-Validation vs. Accumulated Prediction Error (Q3577214) (← links)
- Efficient Computation and Model Selection for the Support Vector Regression (Q3593966) (← links)
- New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation (Q3636244) (← links)
- Assessing the performance of data assimilation algorithms which employ linear error feedback (Q4601361) (← links)
- Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising (Q4637067) (← links)
- SURE Estimates for a Heteroscedastic Hierarchical Model (Q4904724) (← links)
- Model Selection for Generalized Estimating Equations Accommodating Dropout Missingness (Q4911926) (← links)
- Estimator of prediction error based on approximate message passing for penalized linear regression (Q4964647) (← links)
- A permutation approach to validation* (Q4969738) (← links)
- Covariate selection for accelerated failure time data (Q4976275) (← links)
- Spatially multi-scale dynamic factor modeling via sparse estimation (Q4997083) (← links)
- Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
- Adaptive singular value shrinkage estimate for low rank tensor denoising (Q5041692) (← links)
- Density Deconvolution With Additive Measurement Errors Using Quadratic Programming (Q5066005) (← links)
- Catalytic prior distributions with application to generalized linear models (Q5073071) (← links)
- Improving Reliability Estimation for Individual Numeric Predictions: A Machine Learning Approach (Q5084664) (← links)
- Autoregressive model selection based on a prediction perspective (Q5127005) (← links)
- Adaptive order selection for autoregressive models (Q5219452) (← links)
- Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349) (← links)
- Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? (Q5231498) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
