Iterative bias correction of the cross-validation criterion
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Recommendations
- A bias correction for the minimum error rate in cross-validation
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- Bias correction for alternating iterative maximum likelihood estimators
- Cross-validation methods
- Binned modified cross–validation with dependent errors
Cites work
- A bias correction for cross-validation bandwidth selection when a kernel estimate is based on dependent data
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
- A crossvalidatory AIC for hard wavelet thresholding in spatially adaptive function estimation
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model
- A large-sample model selection criterion based on Kullback's symmetric divergence
- A new look at the statistical model identification
- An extended quasi-likelihood function
- Asymptotic theory for information criteria in model selection -- functional approach
- Bias correction of AIC in logistic regression models
- Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
- Bootstrapping log likelihood and EIC, an extension of AIC
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
- Cross-Validation of Regression Models
- Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Generalised information criteria in model selection
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 3553528 (Why is no real title available?)
- Information criteria and statistical modeling.
- Linear Model Selection by Cross-Validation
- Maximum Likelihood Estimation of Misspecified Models
- Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
- Model selection via multifold cross validation
- On bootstrap resampling and iteration
- On Information and Sufficiency
- Quadratic distances on probabilities: A unified foundation
- Regression and time series model selection in small samples
- Robust and efficient estimation by minimising a density power divergence
- Robust estimation in the normal mixture model
- Robust parameter estimation with a small bias against heavy contamination
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
- Single-index model selections
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Smoothing parameter selection in quasi-likelihood models
- The bootstrap and Edgeworth expansion
Cited in
(4)- A class of cross-validatory model selection criteria
- Asymptotic biases of information and cross-validation criteria under canonical parametrization
- Estimating the Kullback–Liebler risk based on multifold cross‐validation
- Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
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