Pages that link to "Item:Q1083798"

The following pages link to From Stein's unbiased risk estimates to the method of generalized cross- validation (Q1083798):

Displaying 37 items.

• Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
• A cross validated Bayesian retrieval algorithm for nonlinear remote sensing experiments (Q580903) (← links)
• Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
• Adaptation over parametric families of symmetric linear estimators (Q866612) (← links)
• Regularization in statistics (Q882931) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
• A pair of estimating equations for a mean vector (Q1590842) (← links)
• Stein's method in high dimensional classification and applications (Q1623745) (← links)
• Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations (Q1785032) (← links)
• Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression (Q1807078) (← links)
• A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation (Q1808686) (← links)
• Spline adaptation to smoothness (Q1866244) (← links)
• A note on smoothing parameter selection for penalized spline smoothing (Q1888828) (← links)
• Determining functional relationships from trained neural networks (Q1900310) (← links)
• Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture) (Q1922369) (← links)
• Non-local methods with shape-adaptive patches (NLM-SAP) (Q1932941) (← links)
• Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation (Q2051545) (← links)
• Relaxing the Gaussian assumption in shrinkage and SURE in high dimension (Q2105194) (← links)
• Local behavior of sparse analysis regularization: applications to risk estimation (Q2252165) (← links)
• Accuracy assessment for high-dimensional linear regression (Q2413610) (← links)
• Asymptotic optimality of a multivariate version of the generalized cross validation in adaptive smoothing splines (Q2441051) (← links)
• Two-staged estimation of variance components in generalized linear mixed models (Q2746353) (← links)
• Low Complexity Regularization of Linear Inverse Problems (Q2799919) (← links)
• Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent (Q2862409) (← links)
• A note on mse coverage intervals in a partial spline model (Q3028096) (← links)
• On nonparametric prediction of linear processes (Q3077668) (← links)
• Shrinkage and modification techniques in estimation of variance and the related problems: A review (Q4240717) (← links)
• Estimation of the Regularization Parameter in Linear Discrete Ill-Posed Problems Using the Picard Parameter (Q4595784) (← links)
• Fitting smoothing splines to data from multiple sources (Q4843827) (← links)
• SURE Estimates for a Heteroscedastic Hierarchical Model (Q4904724) (← links)
• Two-step variable selection in partially linear additive models with time series data (Q5084730) (← links)
• Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression (Q5189259) (← links)
• Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? (Q5231498) (← links)
• The smoothing parameter, confidence interval and robustness for smoothing splines (Q5460700) (← links)
• Statistical significance of the Netflix challenge (Q5962690) (← links)
• Gaussian process regression in the flat limit (Q6183872) (← links)