Variance of estimator of the prediction error based on blocked 3 2 cross-validation

DOI10.3969/J.ISSN.1001-4268.2014.04.004zbMATH Open1313.62100MaRDI QIDQ5498166FDOQ5498166

Authors: Xingli Yang, Yu Wang, Ruibo Wang, Jihong Li 

Publication date: 11 February 2015

Recommendations

• Minimization and estimation of the variance of prediction errors for cross-validation designs
• Block-regularized \(m\times 2\) cross-validated estimator of the generalization error
• Analysis of variance of cross-validation estimators of the generalization error
• Variance estimation based on blocked \(3\times 2\) cross-validation in high-dimensional linear regression
• A comparison of estimators for the variance of cross-validation estimators of the generalization error of computer algorithms

zbMATH Keywords

varianceunbiased estimatorblocked \(3\times 2\) cross-validationestimator of the prediction error

Mathematics Subject Classification ID

Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (3)

• Variance estimation based on blocked \(3\times 2\) cross-validation in high-dimensional linear regression
• Minimization and estimation of the variance of prediction errors for cross-validation designs
• Block-regularized \(m\times 2\) cross-validated estimator of the generalization error

This page was built for publication: Variance of estimator of the prediction error based on blocked \(3\times 2\) cross-validation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5498166)