A bias correction for the minimum error rate in cross-validation

DOI10.1214/08-AOAS224zbMath1166.62311arXiv0908.2904MaRDI QIDQ2270674

Robert Tibshirani, Ryan J. Tibshirani

Publication date: 29 July 2009

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.2904

zbMATH Keywords

cross-validationoptimism estimationprediction error estimation

Mathematics Subject Classification ID

Related Items (11)

Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals ⋮ Block-regularized repeated learning-testing for estimating generalization error ⋮ A survey of Bayesian predictive methods for model assessment, selection and comparison ⋮ Block-Regularized m × 2 Cross-Validated Estimator of the Generalization Error ⋮ Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation ⋮ Cross-Validation With Confidence ⋮ Unnamed Item ⋮ Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? ⋮ On the predictive risk in misspecified quantile regression ⋮ Correcting the Optimal Resampling‐Based Error Rate by Estimating the Error Rate of Wrapper Algorithms ⋮ Time-varying nonlinear regression models: nonparametric estimation and model selection

Uses Software

• bootstrap

Cites Work

• Unnamed Item
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• Bootstrap methods: another look at the jackknife
• Asymptotics for and against cross-validation
• Empirical Bayes Estimates for Large-Scale Prediction Problems

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