Model selection via multifold cross validation
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Publication:2366740
DOI10.1214/aos/1176349027zbMath0770.62053MaRDI QIDQ2366740
Publication date: 13 September 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349027
model selection; variable selection; small sample properties; FPE criterion; final prediction error criterion; extension of leave- one-out cross validation; multifold cross validation; repeated learning-testing criterion
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
65C05: Monte Carlo methods
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