How Biased is the Apparent Error Rate of a Prediction Rule?
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Publication:3757198
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- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
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- Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV.
- Selection criteria for scatterplot smoothers
- The negative correlations between data-determined bandwidths and the optimal bandwidth
- Reluctant generalized additive modeling
- Flexible and Interpretable Models for Survival Data
- On the association between a random parameter and an observable
- A study on tuning parameter selection for the high-dimensional lasso
- Appropriate penalties in the final prediction error criterion: A decision theoretic approach
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- A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy
- A survey of cross-validation procedures for model selection
- Model evaluation, discrepancy function estimation, and social choice theory
- Recent developments in bootstrap methodology
- Nearly unbiased variable selection under minimax concave penalty
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- An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models
- Asymptotic bootstrap corrections of AIC for linear regression models
- Extreme value correction: a method for correcting optimistic estimations in rule learning
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function
- A lasso for hierarchical interactions
- A significance test for the lasso
- Tuning parameter selection in sparse regression modeling
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
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- Multiple group linear discriminant analysis: robustness and error rate
- Modelling of insurers' rating determinants. An application of machine learning techniques and statistical models
- Adapting to unknown sparsity by controlling the false discovery rate
- Bootstrap-based model selection criteria for beta regressions
- Using specially designed exponential families for density estimation
- Distance-based linear discriminant analysis for interval-valued data
- New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation
- Additive models with trend filtering
- Estimation of the conditional risk in classification: the swapping method
- Efficient Computation and Model Selection for the Support Vector Regression
- A Pliable Lasso
- Degrees of freedom in low rank matrix estimation
- Low complexity regularization of linear inverse problems
- Estimating the Kullback–Liebler risk based on multifold cross‐validation
- Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- A model search procedure for hierarchical models
- On model selection via stochastic complexity in robust linear regression
- Bayesian comparison of latent variable models: conditional versus marginal likelihoods
- A large-sample model selection criterion based on Kullback's symmetric divergence
- Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
- Rejoinder: ``A significance test for the lasso
- Maximizing proportions of correct classifications in binary logistic regression
- Bootstrap variants of the Akaike information criterion for mixed model selection
- Model selection by resampling penalization
- Quantifying the Predictive Performance of Prognostic Models for Censored Survival Data with Time-Dependent Covariates
- Comparing and selecting spatial predictors using local criteria
- Cross-Validation: What Does It Estimate and How Well Does It Do It?
- Prediction Using Partly Conditional Time‐Varying Coefficients Regression Models
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- Optimal Simulator Selection
- Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation”
- Cross-Validation for Correlated Data
- Determination of the Selection Statistics and Best Significance Level in Backward Stepwise Logistic Regression
- On the estimation of prediction errors in logistic regression models
- Degrees of freedom and model selection for \(k\)-means clustering
- Evaluation of generalized degrees of freedom for sparse estimation by replica method
- Multivariate trend filtering for lattice data
- Determination of the best significance level in forward stepwise logistic regression
- Variable selection in canonical discriminant analysis for family studies
- Inference after variable selection using restricted permutation methods
- A non-convex regularization approach for stable estimation of loss development factors
- Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
- Regular, median and Huber cross‐validation: A computational comparison
- Asymptotic properties of a double penalized maximum likelihood estimator in logistic regres\-sion
- Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation
- On the optimism correction of the area under the receiver operating characteristic curve in logistic prediction models
- Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units
- Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration
- A Bayesian view of model complexity
- Compressed and Penalized Linear Regression
- Degrees of freedom for off-the-grid sparse estimation
- Are ordinal models useful for classification? a revised analysis
- Three distributions in the extended occupancy problem
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