Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
type: Item
instance of: scholarly article
title: Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?
zbMATH Open document ID: 1420.62248
DOI: 10.1080/01621459.2018.1429276
author: Ryan J. Tibshirani
author: Saharon Rosset
published in: Journal of the American Statistical Association
publication date: 2019-08-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/1612.09415
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 7098382
zbMATH Keywords: bootstrap
zbMATH Keywords: model selection
zbMATH Keywords: optimism
zbMATH Keywords: SURE
describes a project that uses: covTest
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2568703777
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description: scientific article; zbMATH DE number 7098382