Pages that link to "Item:Q2953632"
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The following pages link to Choice of V for V-Fold Cross-Validation in Least-Squares Density Estimation (Q2953632):
Displaying 17 items.
- Nonparametric density estimation by exact leave-\(p\)-out cross-validation (Q1023567) (← links)
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation (Q1073495) (← links)
- A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning (Q2044333) (← links)
- Targeted cross-validation (Q2108483) (← links)
- An order-dependent transfer model in categorization (Q2116078) (← links)
- Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
- An exponential inequality for suprema of empirical processes with heavy tails on the left (Q2317491) (← links)
- Averaging estimators for discrete choice by \(M\)-fold cross-validation (Q2328516) (← links)
- Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time (Q2683002) (← links)
- Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases (Q4578060) (← links)
- Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier (Q4614090) (← links)
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- (Q5043135) (← links)
- Cytometry inference through adaptive atomic deconvolution (Q5742410) (← links)
- Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)
- Predicting the multivariate zero-inflated counts: a novel model averaging method under Pearson loss (Q6618501) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
