Pages that link to "Item:Q761734"
From MaRDI portal
The following pages link to Bootstrap and cross-validation estimates of the prediction error for linear regression models (Q761734):
Displayed 10 items.
- Simulation experiments with CWA, a new stable regression algorithm, and comparisons with two other stable regression algorithms (Q1330520) (← links)
- Asymptotic optimality of full cross-validation for selecting linear regression models (Q1962131) (← links)
- Model choice for prediction in generalized linear models (Q3492677) (← links)
- A stepwise procedure for the selection of nonlinear regression models (Q3676984) (← links)
- A note on estimating the msep in nonlinear regression (Q3776421) (← links)
- On finite-sample properties of adaptive least squares regression estimates (Q4324725) (← links)
- A Modified Akaike Criterion for Model Choice in Generalized Linear Models (Q4763459) (← links)
- Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models (Q4943298) (← links)
- Regression and Contrast Estimates Based on Adaptive Regressograms Depending on Qualitative Explanatory Variables (Q4943299) (← links)
- Model selection in linear regression using paired bootstrap (Q5078473) (← links)