Consistency of cross validation for comparing regression procedures

From MaRDI portal
Publication:2473071

DOI10.1214/009053607000000514zbMath1129.62039arXiv0803.2963OpenAlexW2018471882MaRDI QIDQ2473071

Yuhong Yang

Publication date: 26 February 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.2963



Related Items

Performance Assessment of High-dimensional Variable Identification, Mixing partially linear regression models, Model selection via standard error adjusted adaptive Lasso, Estimating the Kullback–Liebler risk based on multifold cross‐validation, Penalized cluster analysis with applications to family data, Segmentation of the mean of heteroscedastic data via cross-validation, A survey of Bayesian predictive methods for model assessment, selection and comparison, Model selection by resampling penalization, Double-slicing assisted sufficient dimension reduction for high-dimensional censored data, Parametric or nonparametric? A parametricness index for model selection, Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma, Multiple predictingK-fold cross-validation for model selection, Cross-Validation With Confidence, Cross-validation for selecting a model selection procedure, Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani, Estimation of prediction error by using \(K\)-fold cross-validation, A survey of cross-validation procedures for model selection, Consistent selection of the number of change-points via sample-splitting, Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach, Regression in Tensor Product Spaces by the Method of Sieves, A cross-validation based estimation of the proportion of true null hypotheses, Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation, Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise, Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate, Cross-validation for comparing multiple density estimation procedures, Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier, Robustness by reweighting for kernel estimators: an overview, Determining the number of factors in approximate factor models by twice K-fold cross validation, Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization?, Sparsity Oriented Importance Learning for High-Dimensional Linear Regression, Targeted cross-validation


Uses Software


Cites Work