Pages that link to "Item:Q1616086"
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The following pages link to Estimates for the generalized cross-validation function via an extrapolation and statistical approach (Q1616086):
Displaying 14 items.
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- A note on the computation of the generalized cross-validation function for ill-conditioned least squares problems (Q760164) (← links)
- On generalized cross validation for stable parameter selection in disease models (Q887662) (← links)
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation (Q1073495) (← links)
- The generalized cross validation filter (Q1640724) (← links)
- Smoothing inversion of Fourier series using generalized cross-validation (Q1911993) (← links)
- The e-MoM approach for approximating matrix functionals (Q1989169) (← links)
- Efficient estimates in regression models with highly correlated covariates (Q1989198) (← links)
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
- The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models (Q4203797) (← links)
- Numerical methods for estimating the tuning parameter in penalized least squares problems (Q5082914) (← links)
- An eigenvalue approach for estimating the generalized cross validation function for correlated matrices (Q5215567) (← links)
- Variance estimation of a general u-statistic with appllication to cross-validation (Q5248904) (← links)
- Approximation of the Tikhonov regularization parameter through Aitken's extrapolation (Q6169242) (← links)
