Iterative Bias Correction of the Cross-Validation Criterion

DOI10.1111/j.1467-9469.2011.00754.xzbMath1246.62093MaRDI QIDQ2911707

Hironori Fujisawa, Hirokazu Yanagihara

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00754.x

zbMATH Keywords

GIC; asymptotic expansion; model selection; bias correction; EIC; bootstrap iteration; leave-\(k\)-out cross-validation

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G09: Nonparametric statistical resampling methods

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