Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment

DOI10.1016/j.stamet.2005.02.003zbMath1248.62004OpenAlexW2032481853MaRDI QIDQ713643

Sandrine Dudoit, Mark J. Van der Laan

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2005.02.003

zbMATH Keywords

predictionclassificationconfidence intervalsmodel selectioncross-validationloss functionriskdensity estimationregressionasymptotic optimalitygeneralization errorquadratic loss functionasymptotic linearityperformance assessment\(L_{2}\) loss functionindicator loss functionmultifold cross-validationresubstitution estimator

Mathematics Subject Classification ID

Density estimation (62G07) Statistical decision theory (62C99) Foundational topics in statistics (62A99)

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Uses Software

• ElemStatLearn
• bootstrap

Cites Work

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