Optimality of training/test size and resampling effectiveness in cross-validation

DOI10.1016/j.jspi.2018.07.005zbMath1421.62065OpenAlexW2886310622MaRDI QIDQ2317259

Marianthi Markatou, Giorgos Afendras

Publication date: 9 August 2019

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2018.07.005

zbMATH Keywords

optimalitylogistic regressiontraining sample sizegeneralization errorcross-validation estimatorresampling effectiveness

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Nonparametric statistical resampling methods (62G09)

Related Items (5)

Moment convergence of regularized least-squares estimator for linear regression model ⋮ On the asymptotic behaviour of the variance estimator of a \(U\)-statistic ⋮ Test set sizing via random matrix theory ⋮ An efficient variance estimator for cross-validation under partition sampling ⋮ Lasso regression and its application in forecasting macro economic indicators: a study on Vietnam's exports

Uses Software

• ElemStatLearn

Cites Work

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