Minimization and estimation of the variance of prediction errors for cross-validation designs

DOI10.1080/15598608.2016.1158675zbMath1420.62137OpenAlexW2332199064MaRDI QIDQ146416

Mathias Fuchs, Norbert Krautenbacher, Norbert Krautenbacher, Mathias Fuchs

Publication date: 25 March 2016

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://epub.ub.uni-muenchen.de/27656/1/TR.pdf

zbMATH Keywords

designmodel selectioncross-validation\(U\)-statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Combinatorial aspects of block designs (05B05)

Related Items (3)

On the asymptotic behaviour of the variance estimator of a \(U\)-statistic ⋮ An efficient variance estimator for cross-validation under partition sampling ⋮ ConfIntVariance

Uses Software

• UCI-ml

Cites Work

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• A survey of cross-validation procedures for model selection
• Balanced bootstrap in sample surveys and its relationship with balanced repeated replication
• Asymptotic comparisons of several variance estimators and their effects for Studentizations
• Inference for the generalization error
• Designs for crossvalidating approximation models
• Combinatorial Designs
• Variance estimation of a general u-statistic with appllication to cross-validation
• A Class of Statistics with Asymptotically Normal Distribution

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