The restricted consistency property of leave-nv-out cross-validation for high-dimensional variable selection (Q5226652)

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scientific article; zbMATH DE number 7088009
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The restricted consistency property of leave-nv-out cross-validation for high-dimensional variable selection
scientific article; zbMATH DE number 7088009

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    The restricted consistency property of leave-nv-out cross-validation for high-dimensional variable selection (English)
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    1 August 2019
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    generalized linear models
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    leave-\(n_v\)-out cross-validation
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    restricted maximum likelihood estimators
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    restricted model-selection consistency
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    variable selection
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