Pages that link to "Item:Q494374"
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The following pages link to Cross-validation for selecting a model selection procedure (Q494374):
Displaying 33 items.
- Semiparametric mixtures of nonparametric regressions (Q158425) (← links)
- Network cross-validation by edge sampling (Q159623) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Determining the number of factors in approximate factor models by twice K-fold cross validation (Q777679) (← links)
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303) (← links)
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
- Lasso regression and its application in forecasting macro economic indicators: a study on Vietnam's exports (Q2086244) (← links)
- Targeted cross-validation (Q2108483) (← links)
- Semiparametric model averaging prediction for dichotomous response (Q2155291) (← links)
- On improvability of model selection by model averaging (Q2155292) (← links)
- Cross-validation for selecting the penalty factor in least squares model averaging (Q2159840) (← links)
- Best subset selection via cross-validation criterion (Q2192029) (← links)
- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions (Q2196121) (← links)
- Model selection for high-dimensional linear regression with dependent observations (Q2215720) (← links)
- Model-based clustering of count processes (Q2236763) (← links)
- Comparison of Bayesian predictive methods for model selection (Q2361448) (← links)
- Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani (Q3304843) (← links)
- Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
- Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization (Q5084434) (← links)
- Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression (Q5094308) (← links)
- The restricted consistency property of leave-nv-out cross-validation for high-dimensional variable selection (Q5226652) (← links)
- Toward an objective and reproducible model choice via variable selection deviation (Q5347399) (← links)
- Fast cross-validation via sequential testing (Q5744797) (← links)
- Cross-Validation--based Adaptive Sampling for Gaussian Process Models (Q5862906) (← links)
- Cross-Validation for Correlated Data (Q5885099) (← links)
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS (Q6042901) (← links)
- Machine learning as a tool to accelerate the search for new materials for metal-ion batteries (Q6124411) (← links)
- Honest leave-one-out cross-validation for estimating post-tuning generalization error (Q6541825) (← links)
- Elastic analytical method with machine learning for predicting the stratum displacement field induced by shallow tunneling (Q6545714) (← links)
- Information criteria for model selection (Q6602021) (← links)
- An overview of reciprocal \(L_1\)-regularization for high dimensional regression data (Q6602178) (← links)
- Fast and Exact Leave-One-Out Analysis of Large-Margin Classifiers (Q6631070) (← links)
- Model averaging: a shrinkage perspective (Q6635565) (← links)
