Bootstrap model selection for possibly dependent and heterogeneous data

DOI10.1007/S10463-008-0183-3MaRDI QIDQ904102zbMATH OpenOpenAlexFDO

Authors Alessio Sancetta

Publication date 15 January 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-008-0183-3

zbMATH Keywords

wild bootstrapcomplexity regularizationrandom penalty

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05) Nonparametric statistical resampling methods (62G09)

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Cited in

(9)

• A note on bootstrap model selection criterion
• Greedy algorithms for prediction
• Partially linear model selection by the bootstrap
• Learning Theory
• Controlling the error probabilities of model selection information criteria using bootstrapping
• SETAR model selection -- a bootstrap approach
• Bootstrap tuning in Gaussian ordered model selection
• Bootstrapping estimates of stability for clusters, observations and model selection
• Model selection by bootstrap penalization for classification

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