Constructive Cross-Validation in Linear Prediction

DOI10.1080/03610920601036382MaRDI QIDQ3593518zbMATH OpenOpenAlexFDO

Authors Dan J. Spitzner

Publication date 23 July 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601036382

zbMATH Keywords

linear predictionpartial least squares regressionprincipal components regressionweighted cross-validationcontinuum regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3841083 (Why is no real title available?)
• scientific article; zbMATH DE number 3076197 (Why is no real title available?)
• A Generalized View on Continuum Regression
• A Statistical View of Some Chemometrics Regression Tools
• Assessing the covariance function in geostatistics
• On the structure of partial least squares regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction

Cited in

(3)

• On the usefulness of cross-validation for directional forecast evaluation
• Automatic selection of a linear predictor through frequency domain cross-validation
• scientific article; zbMATH DE number 4163945 (Why is no real title available?)

Describes a project that uses

Uses Software

• alr3

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