Pages that link to "Item:Q1094036"
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The following pages link to Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing (Q1094036):
Displaying 50 items.
- Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
- Stability (Q373542) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (Q458639) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Comparing parameter choice methods for regularization of ill-posed problems (Q551477) (← links)
- Robust GCV choice of the regularization parameter for correlated data (Q616676) (← links)
- An improved \(C_p\) criterion for spline smoothing (Q710806) (← links)
- Automatic and asymptotically optimal data sharpening for nonparametric regression (Q730822) (← links)
- Practical use of robust GCV and modified GCV for spline smoothing (Q736591) (← links)
- Asymptotic optimality and efficient computation of the leave-subject-out cross-validation (Q741814) (← links)
- Fast cross-validation in harmonic approximation (Q778015) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process (Q811076) (← links)
- Regularization in statistics (Q882931) (← links)
- Penalized cluster analysis with applications to family data (Q901606) (← links)
- An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216) (← links)
- From Stein's unbiased risk estimates to the method of generalized cross- validation (Q1083798) (← links)
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set (Q1107927) (← links)
- Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization (Q1184217) (← links)
- A note on generalized cross-validation with replicates (Q1199000) (← links)
- Asymptotic optimality of generalized cross-validation for choosing the regularization parameter (Q1326436) (← links)
- Wavelet regression estimation in nonparametric mixed effect models (Q1400008) (← links)
- Is \(C_{p}\) an empirical Bayes method for smoothing parameter choice? (Q1423096) (← links)
- Minimax estimation in linear regression under restrictions (Q1587193) (← 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)
- Selection criteria for scatterplot smoothers (Q1848868) (← links)
- Oracle inequalities for inverse problems (Q1848959) (← links)
- Spline adaptation to smoothness (Q1866244) (← links)
- Statistical properties of the method of regularization with periodic Gaussian reproducing kernel (Q1879972) (← links)
- Nonlinear black-box models in system identification: Mathematical foundations (Q1911271) (← links)
- Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture) (Q1922369) (← links)
- Concentration inequalities for cross-validation in scattered data approximation (Q2120815) (← links)
- Surprises in high-dimensional ridgeless least squares interpolation (Q2131262) (← links)
- Empirical estimates for heteroscedastic hierarchical dynamic normal models (Q2132005) (← links)
- Performance criteria and discrimination of extreme undersmoothing in nonparametric regression (Q2250696) (← links)
- From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression (Q2388332) (← links)
- SURE estimates under dependence and heteroscedasticity (Q2404405) (← links)
- Empirical Bayes estimates for a two-way cross-classified model (Q2413606) (← links)
- A note on the optimality of generalized cross-validation bandwidth selection in partially linear models with kernel smoothing estimator (Q2431956) (← links)
- Asymptotic optimality of a multivariate version of the generalized cross validation in adaptive smoothing splines (Q2441051) (← links)
- Getting better contour plots with S and GCVPACK (Q2563656) (← links)
- Optimal smoothing in nonparametric mixed-effect models (Q2569244) (← links)
- Subspace information criterion for model selection (Q2746343) (← links)
- Two-staged estimation of variance components in generalized linear mixed models (Q2746353) (← links)
- Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent (Q2862409) (← links)
- A Comparison of Error Variance Estimates in Nonparametric Mixed Models (Q2884880) (← links)
