A cautionary note about crossvalidatory choice

DOI10.1080/00949658908811198zbMath0726.62120OpenAlexW2120668988MaRDI QIDQ3350548

Jim W. Kay, Alan M. Thompson, Michael D. Titterington

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811198

zbMATH Keywords

smoothingregularisation parametergeneralized cross validatory choiceridge-regression

Mathematics Subject Classification ID

Density estimation (62G07) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (7)

Smoothing in an underdetermined linear model with random explanatory variables ⋮ Behavior near zero of the distribution of GCV smoothing parameter estimates ⋮ Robust GCV choice of the regularization parameter for correlated data ⋮ A GCV based Arnoldi-Tikhonov regularization method ⋮ Comparing parameter choice methods for regularization of ill-posed problems ⋮ Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression ⋮ Parameter Choices for Fast Harmonic Spline Approximation

Cites Work

• Unnamed Item
• Common Structure of Smoothing Techniques in Statistics
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Biased and Unbiased Cross-Validation in Density Estimation
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy

This page was built for publication: A cautionary note about crossvalidatory choice