Pages that link to "Item:Q4012946"
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The following pages link to DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (Q4012946):
Displaying 15 items.
- A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Prediction via estimating functions (Q1298944) (← links)
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303) (← links)
- A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
- Prediction from partial data, renormalization, and averaging (Q2433917) (← links)
- Constructive Cross-Validation in Linear Prediction (Q3593518) (← links)
- Automatic selection of a linear predictor through frequency domain cross-validation (Q3768228) (← links)
- ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS (Q4851447) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- Trading Signals in VIX Futures (Q5075243) (← links)
- Estimating function based cross-validation (Q5310572) (← links)
