Model selection via multifold cross validation
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Publication:2366740
DOI10.1214/aos/1176349027zbMath0770.62053OpenAlexW2162041430MaRDI 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 selectionvariable selectionsmall sample propertiesFPE criterionfinal prediction error criterionextension of leave- one-out cross validationmultifold cross validationrepeated learning-testing criterion
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
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