Prequential and cross-validated regression estimation

DOI10.1023/A:1007577530334zbMath0923.62046OpenAlexW2161592535MaRDI QIDQ1275343

Elias Masry, Dharmendra S. Modha

Publication date: 31 October 1999

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007577530334

zbMATH Keywords

neural networkscross-validationrates of convergencenonparametric regressionprediction errors

Mathematics Subject Classification ID

Density estimation (62G07) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (5)

Estimating Prediction Error: Cross-Validation vs. Accumulated Prediction Error ⋮ Robustness of one-sided cross-validation to autocorrelation ⋮ Accumulative prediction error and the selection of time series models ⋮ An empirical study of minimum description length model selection with infinite parametric complexity ⋮ Prequential analysis of complex data with adaptive model reselection

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