Pages that link to "Item:Q2473071"

The following pages link to Consistency of cross validation for comparing regression procedures (Q2473071):

Displaying 37 items.

• Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
• Regression in Tensor Product Spaces by the Method of Sieves (Q104871) (← links)
• Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
• Cross-validation for selecting a model selection procedure (Q494374) (← links)
• Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
• Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
• Estimation of prediction error by using \(K\)-fold cross-validation (Q692962) (← links)
• Determining the number of factors in approximate factor models by twice K-fold cross validation (Q777679) (← links)
• Penalized cluster analysis with applications to family data (Q901606) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• A cross-validation based estimation of the proportion of true null hypotheses (Q988946) (← links)
• Model selection via standard error adjusted adaptive Lasso (Q1934485) (← links)
• A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
• Model selection by resampling penalization (Q1951992) (← links)
• Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
• Robustness by reweighting for kernel estimators: an overview (Q2075710) (← links)
• Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization? (Q2083962) (← links)
• Targeted cross-validation (Q2108483) (← links)
• Double-slicing assisted sufficient dimension reduction for high-dimensional censored data (Q2215728) (← links)
• Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate (Q2293382) (← links)
• Mixing partially linear regression models (Q2392079) (← links)
• Cross-validation for comparing multiple density estimation procedures (Q2518961) (← links)
• Sparsity Oriented Importance Learning for High-Dimensional Linear Regression (Q3121571) (← links)
• Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani (Q3304843) (← links)
• Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier (Q4614090) (← links)
• Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (Q4632670) (← links)
• Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
• Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation (Q4956916) (← links)
• Performance Assessment of High-dimensional Variable Identification (Q5066768) (← links)
• Cross-Validation With Confidence (Q5146047) (← links)
• Estimating the Kullback–Liebler risk based on multifold cross‐validation (Q6063607) (← links)
• Asymptotics of K-fold cross validation (Q6535409) (← links)
• Consistent estimation of the number of communities in stochastic block models using cross-validation (Q6543836) (← links)
• The art of transfer learning: an adaptive and robust pipeline (Q6548831) (← links)
• Cross-Validation: What Does It Estimate and How Well Does It Do It? (Q6567939) (← links)
• Cross-validation for change-point regression: pitfalls and solutions (Q6632610) (← links)
• A Note on Cross-Validation for Lasso Under Measurement Errors (Q6636575) (← links)