Pages that link to "Item:Q741814"

The following pages link to Asymptotic optimality and efficient computation of the leave-subject-out cross-validation (Q741814):

Displaying 15 items.

• Fast covariance estimation for sparse functional data (Q101688) (← links)
• Asymptotic optimality and efficient computation of the leave-subject-out cross-validation (Q741814) (← links)
• A fast ``Monte-Carlo cross-validation'' procedure for large least squares problems with noisy data (Q1116267) (← links)
• Leave-two-out cross validation to optimal shape parameter in radial basis functions (Q1717174) (← links)
• The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
• Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
• Efficient leave-\(m\)-out cross-validation of support vector regression by generalizing decremental algorithm (Q2655577) (← links)
• Average estimation of semiparametric models for high-dimensional longitudinal data (Q2661849) (← links)
• Distributed Generalized Cross-Validation for Divide-and-Conquer Kernel Ridge Regression and Its Asymptotic Optimality (Q3391209) (← links)
• (Q4796160) (← links)
• Model averaging based on leave-subject-out cross-validation (Q5964755) (← links)
• Partial linear model averaging prediction for longitudinal data (Q6131001) (← links)
• Fast covariance estimation for multivariate sparse functional data (Q6541536) (← links)
• A universal approximate cross-validation criterion for regular risk functions (Q6593499) (← links)
• Nonparametric covariance estimation with shrinkage toward stationary models (Q6601108) (← links)