Pages that link to "Item:Q2366740"
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The following pages link to Model selection via multifold cross validation (Q2366740):
Displayed 49 items.
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
- Stability (Q373542) (← links)
- Survival data analysis with time-dependent covariates using generalized additive models (Q428325) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- Selecting hidden Markov model state number with cross-validated likelihood (Q626234) (← links)
- Comparing three error criteria for selecting radial basis function network topology (Q649469) (← 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)
- Probabilistic analysis of a static frame model (Q929047) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- The GIC for model selection: A hypothesis testing approach (Q1579998) (← links)
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303) (← links)
- Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
- A neural network approach to long-run exchange rate prediction (Q1915793) (← links)
- Targeted cross-validation (Q2108483) (← links)
- Sparse high-dimensional linear regression. Estimating squared error and a phase transition (Q2131259) (← links)
- Analysis of heart transplant survival data using generalized additive models (Q2262248) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- A feature-weighted SVR method based on kernel space feature (Q2283842) (← links)
- A new variable selection approach using random forests (Q2361222) (← links)
- Spike and slab variable selection: frequentist and Bayesian strategies (Q2388355) (← links)
- Consistency and convergence rate of phylogenetic inference via regularization (Q2413597) (← links)
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods (Q2445750) (← links)
- Estimation of social preferences in generalized dictator games (Q2451395) (← links)
- Consistency of cross validation for comparing regression procedures (Q2473071) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Accumulative prediction error and the selection of time series models (Q2507906) (← links)
- Iterative Bias Correction of the Cross-Validation Criterion (Q2911707) (← links)
- AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION (Q3632383) (← links)
- LOCALIZED MODEL SELECTION FOR REGRESSION (Q3632386) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Toward robust early-warning models: a horse race, ensembles and model uncertainty (Q4555200) (← links)
- Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier (Q4614090) (← links)
- Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
- Efficient approximate <i>k</i>‐fold and leave‐one‐out cross‐validation for ridge regression (Q4917509) (← links)
- Regular, median and Huber cross‐validation: A computational comparison (Q4969989) (← links)
- Modeling proportions and marginal counts simultaneously for clustered multinomial data with random cluster sizes (Q5138059) (← links)
- Cross-Validation With Confidence (Q5146047) (← links)
- (Q5154657) (← links)
- A Thresholding Algorithm for Order Selection in Finite Mixture Models (Q5252841) (← links)
- A<i>K</i>-fold averaging cross-validation procedure (Q5256283) (← links)
- Concentration inequalities of the cross-validation estimator for empirical risk minimizer (Q5276169) (← links)
- Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data (Q5885097) (← links)
- Estimating the Kullback–Liebler risk based on multifold cross‐validation (Q6063607) (← links)
- Variable selection in multivariate linear regression with random predictors (Q6112086) (← links)
- Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models (Q6141208) (← links)
- A multi-kink quantile regression model with common structure for panel data analysis (Q6150510) (← links)