Minimization and estimation of the variance of prediction errors for cross-validation designs
DOI10.1080/15598608.2016.1158675zbMATH Open1420.62137OpenAlexW2332199064MaRDI QIDQ146416FDOQ146416
Authors: Mathias Fuchs, Norbert Krautenbacher, Mathias Fuchs, Norbert Krautenbacher 
Publication date: 25 March 2016
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://epub.ub.uni-muenchen.de/27656/1/TR.pdf
Recommendations
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Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09) Optimal statistical designs (62K05) Combinatorial aspects of block designs (05B05)
Cites Work
- A survey of cross-validation procedures for model selection
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- A Class of Statistics with Asymptotically Normal Distribution
- Balanced bootstrap in sample surveys and its relationship with balanced repeated replication
- Asymptotic comparisons of several variance estimators and their effects for Studentizations
- Inference for the generalization error
- Designs for crossvalidating approximation models
- No unbiased estimator of the variance of K-fold cross-validation
- Title not available (Why is that?)
- Combinatorial Designs
- Title not available (Why is that?)
- Variance estimation of a general u-statistic with appllication to cross-validation
Cited In (11)
- Estimation of prediction error by using \(K\)-fold cross-validation
- Analysis and estimation of the variance of cross-validation estimators of the generalization error: a short review
- No unbiased estimator of the variance of K-fold cross-validation
- Variance of estimator of the prediction error based on blocked \(3\times 2\) cross-validation
- Designs for crossvalidating approximation models
- An efficient variance estimator for cross-validation under partition sampling
- Improved Cross-Validation for Classifiers that Make Algorithmic Choices to Minimise Runtime Without Compromising Output Correctness
- On the asymptotic behaviour of the variance estimator of a \(U\)-statistic
- ConfIntVariance
- Block-regularized \(m\times 2\) cross-validated estimator of the generalization error
- Reducing variability of crossvalidation for smoothing-parameter choice
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