A survey of cross-validation procedures for model selection (Q975579)

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

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scholarly article

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

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Statistics Surveys

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publication date

9 June 2010

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full work available at URL

https://arxiv.org/abs/0907.4728

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

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zbMATH Keywords

model selection

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cross-validation

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leave-one-out

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Statistical predictor identification

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

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Model selection by resampling penalization

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Segmentation of the mean of heteroscedastic data via cross-validation

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Model selection for regression on a random design

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Risk bounds for model selection via penalization

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Model selection and error estimation

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Gaussian model selection

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Minimal penalties for Gaussian model selection

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Theory of Classification: a Survey of Some Recent Advances

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10.1162/153244302760200704

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Heuristics of instability and stabilization in model selection

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

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A cross-validatory method for dependent data

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DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS

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Model Selection and Multimodel Inference

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

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Consistent cross-validated density estimation

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Comparison of two bandwidth selectors with dependent errors

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

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Estimation of the conditional risk in classification: the swapping method

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

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

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Distribution-free performance bounds for potential function rules

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

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

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The Estimation of Prediction Error

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

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A predictive approach to the random effect model

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The Predictive Sample Reuse Method with Applications

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

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A distribution-free theory of nonparametric regression

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

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On Kullback-Leibler loss and density estimation

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

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Smoothed cross-validation

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A local cross-validation algorithm

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

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

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Kernel Regression Estimation Using Repeated Measurements Data

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

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

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Robust Estimation of a Location Parameter

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Rademacher penalties and structural risk minimization

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Optimal Oracle Inequality for Aggregation of Classifiers Under Low Noise Condition

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Suboptimality of Penalized Empirical Risk Minimization in Classification

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Bandwidth selection in robust smoothing

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Cross-validation in nonparametric regression with outliers

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

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

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Some Comments on C P

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

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Inference for the generalization error

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Asymptotic properties of criteria for selection of variables in multiple regression

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Nonparametric regression with correlated errors.

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Cross-Validation of Regression Models

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

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A universal prior for integers and estimation by minimum description length

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Robust Linear Model Selection by Cross-Validation

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Histogram selection in non Gaussian regression

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Estimating the dimension of a model

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Linear Model Selection by Cross-Validation

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Bootstrap Model Selection

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

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An asymptotically optimal window selection rule for kernel density estimates

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Asymptotics for and against cross-validation

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The cross-validated adaptive epsilon-net estimator

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Oracle inequalities for multi-fold cross validation

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

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

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

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Model selection in nonparametric regression

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Adaptive Regression by Mixing

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

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Consistency of cross validation for comparing regression procedures

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Model selection via multifold cross validation

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Identifiers

zbMATH Open document ID

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10.1214/09-SS054

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:975579

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