Iterative Bias Correction of the Cross-Validation Criterion
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Publication:2911707
DOI10.1111/j.1467-9469.2011.00754.xzbMath1246.62093OpenAlexW1813075113MaRDI QIDQ2911707
Hironori Fujisawa, Hirokazu Yanagihara
Publication date: 1 September 2012
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00754.x
GICasymptotic expansionmodel selectionbias correctionEICbootstrap iterationleave-\(k\)-out cross-validation
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)
Related Items
Asymptotic biases of information and cross-validation criteria under canonical parametrization ⋮ Estimating the Kullback–Liebler risk based on multifold cross‐validation
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