Generalised correlated cross-validation
From MaRDI portal
Recommendations
- Cross-Validation for Correlated Data
- A cautionary note about crossvalidatory choice
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Robust GCV choice of the regularization parameter for correlated data
- ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS
Cites work
- A cross-validatory method for dependent data
- A trace inequality of John von Neumann
- Accounting for Spatial Dependence in the Analysis of SPECT Brain Imaging Data
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
- Design-adaptive Nonparametric Regression
- Linear smoothers and additive models
- Remarks on a Multivariate Gamma Distribution
- Robustness of one-sided cross-validation to autocorrelation
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- The statistical analysis of fMRI data
- Variogram fitting by generalized least squares using an explicit formula for the covariance structure
Cited in
(6)- A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors
- Multiple predicting K-fold cross-validation for model selection
- L- and V-curves for optimal smoothing
- An eigenvalue approach for estimating the generalized cross validation function for correlated matrices
- Cross-Validation for Correlated Data
- Kernel regression for estimating regression function and its derivatives with unknown error correlations
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