From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation: Rejoinder

DOI10.1080/01621459.2020.1727236zbMath1437.62352OpenAlexW4234750280MaRDI QIDQ3304844

Ryan J. Tibshirani, Saharon Rosset

Publication date: 3 August 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2020.1727236

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• A survey of cross-validation procedures for model selection
• Improvements on Cross-Validation: The .632+ Bootstrap Method
• Unnamed Item

This page was built for publication: From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation: Rejoinder