Linear Model Selection by Cross-Validation
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Publication:5288906
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(only showing first 100 items - show all)- On cross-validation of Bayesian models
- High-dimensional regression with unknown variance
- Least angle regression. (With discussion)
- A note on bootstrap model selection criterion
- A cross-validation based estimation of the proportion of true null hypotheses
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Model structure selection for multivariable systems by cross-validation methods
- A study on tuning parameter selection for the high-dimensional lasso
- Model selection in factor-augmented regressions with estimated factors
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Analyzing establishment nonresponse using an interpretable regression tree model with linked administrative data
- A robust coefficient of determination for regression
- An empirical study of PLAD regression using the bootstrap
- Partial Orders of Similarity Differences Invariant Between EEG-Recorded Brain and Perceptual Representations of Language
- Regression on manifolds: estimation of the exterior derivative
- Partially linear model selection by the bootstrap
- Fast cross-validation of high-breakdown resampling methods for PCA
- Local Gaussian Process Model for Large-Scale Dynamic Computer Experiments
- Informational complexity criteria for regression models.
- Data science, big data and statistics
- Cross-Validation: What Does It Estimate and How Well Does It Do It?
- Model selection in nonparametric regression
- Cross-Validation of Regression Models
- Estimation of prediction error by using \(K\)-fold cross-validation
- Targeted cross-validation
- On model selection curves
- LOCALIZED MODEL SELECTION FOR REGRESSION
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
- A new variable selection approach using random forests
- Comparison of strategies when building linear prediction models.
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- Model selection via standard error adjusted adaptive Lasso
- Are `water smart landscapes' contagious? An epidemic approach on networks to study peer effects
- A virtual metrology system based on least angle regression and statistical clustering
- From zero crossings to quantile-frequency analysis of time series with an application to nondestructive evaluation
- Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
- Iterative bias correction of the cross-validation criterion
- Efficient algorithms for block downdating of least squares solutions
- On model selection criteria for climate change impact studies
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- Maximizing proportions of correct classifications in binary logistic regression
- Analysis of presence-only data via semi-supervised learning approaches
- High-dimensional graphs and variable selection with the Lasso
- Resampling methods for variable selection in robust regression
- Robust variable selection using least angle regression and elemental set sampling
- Robust model selection using fast and robust bootstrap
- Fast computation of cross-validated properties in full linear leave-many-out procedures
- Efficient estimation and correction of selection-induced bias with order statistics
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
- Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA)
- The leave-worst-\(k\)-out criterion for cross validation
- Consistency of cross validation for comparing regression procedures
- Oracle inequalities for cross-validation type procedures
- Cross validation in Lasso and its acceleration
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Consistent model selection based on parameter estimates.
- An m-estimation-based model selection criterion with a data-oriented penalty
- Model selection with data-oriented penalty
- A general class of linearly extrapolated variance estimators
- Boosting multi-state models
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies
- Application of a least absolute shrinkage and selection operator to aeroelastic flight test data
- Asymptotic bootstrap corrections of AIC for linear regression models
- Validation of linear regression models
- Spike and slab variable selection: frequentist and Bayesian strategies
- Variable selection in multivariate linear regression with random predictors
- Estimating the Kullback–Liebler risk based on multifold cross‐validation
- Model averaging prediction by \(K\)-fold cross-validation
- Nonlinear GCV and quasi-GCV for shrinkage models
- Identifiability of additive noise models using conditional variances
- Cross-validation with confidence
- Home-purchase restriction, property tax and housing price in China: a counterfactual analysis
- Penalized cluster analysis with applications to family data
- Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection
- Consistent variable selection in high dimensional regression via multiple testing
- Modeling uncertainty of expert elicitation for use in risk-based optimization
- Positive False Discovery Rate Estimate in Step-Wise Variable Selection
- A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
- Cross-validation for comparing multiple density estimation procedures
- Comparison of Model Selection for Regression
- A generalized linear classification model with a smooth link function and predictors obtained from quantile spline fits to high-dimensional data
- Regular, median and Huber cross‐validation: A computational comparison
- Model selection criteria based on cross-validatory concordance statistics
- Statistical analysis and evaluation of macroeconomic policies: a selective review
- Information criteria for model selection
- An overview of reciprocal \(L_1\)-regularization for high dimensional regression data
- Prediction and model evaluation for space–time data
- Linear model selection by cross-validation
- A GIC rule for assessing data transformation in regression
- Prescriptive analytics in public-sector decision-making: a framework and insights from charging infrastructure planning
- Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models
- Comparison of PLS algorithms when number of objects is much larger than number of variables
- Certifiably optimal sparse inverse covariance estimation
- Leave-one-out cross-validation is risk consistent for Lasso
- Tuning parameter calibration for _1-regularized logistic regression
- Fast robust estimation of prediction error based on resampling
- Multiple predicting \(K\)-fold cross-validation for model selection
- A note on the generalised cross-validation criterion in linear model selection
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