Pages that link to "Item:Q713643"
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The following pages link to Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643):
Displayed 13 items.
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- Efficient, adaptive cross-validation for tuning and comparing models, with application to drug discovery (Q766007) (← links)
- Computer assisted customer churn management: state-of-the-art and future trends (Q878562) (← links)
- Regularization in statistics (Q882931) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Tree-based multivariate regression and density estimation with right-censored data (Q1876993) (← links)
- Adaptive kernel methods using the balancing principle (Q1959089) (← links)
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods (Q2445750) (← links)
- Cross-validated bagged learning (Q2474238) (← links)
- A deletion/substitution/addition algorithm for classification neural networks, with applications to biomedical data (Q2475733) (← links)
- CROSS-VALIDATION BASED ADAPTATION FOR REGULARIZATION OPERATORS IN LEARNING THEORY (Q3560100) (← links)
- Rate of convergence of the density estimation of regression residual (Q4918191) (← links)