Asymptotics of cross-validation

DOI10.1214/24-AIHP1488MaRDI QIDQ6896726zbMATH OpenFDO

Authors Morgane Austern

Publication date 21 November 2025

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/24-AIHP1488

zbMATH Keywords

Berry-Esseen boundscentral-limit theoremcross-validationStein methodvariance reduction

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40)

Cites work

• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
• A Scalable Estimate of the Out-of-Sample Prediction Error via Approximate Leave-One-Out Cross-Validation
• A survey of cross-validation procedures for model selection
• Analysis of variance of cross-validation estimators of the generalization error
• Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment
• Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates
• Concentration inequalities. A nonasymptotic theory of independence
• Consistency of cross validation for comparing regression procedures
• Fundamentals of Stein's method
• scientific article; zbMATH DE number 3483405 (Why is no real title available?)
• Inference for the generalization error
• Linear Model Selection by Cross-Validation
• No unbiased estimator of the variance of K-fold cross-validation
• Risk consistency of cross-validation with Lasso-type procedures
• Robust Estimation of a Location Parameter
• The Elements of Statistical Learning
• The Predictive Sample Reuse Method with Applications

This page was built for publication: Asymptotics of cross-validation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6896726)