Oracle inequalities for multi-fold cross validation
From MaRDI portal
Publication:3438353
DOI10.1524/stnd.2006.24.3.351zbMath1117.62042OpenAlexW2080896439MaRDI QIDQ3438353
Sandrine Dudoit, Mark J. Van der Laan, Aad W. van der Vaart
Publication date: 15 May 2007
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1887/81140
Nonparametric regression and quantile regression (62G08) Parametric tolerance and confidence regions (62F25) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Nonparametric tolerance and confidence regions (62G15)
Related Items
Propensity score prediction for electronic healthcare databases using super learner and high-dimensional propensity score methods, Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions, Discussion of ``Identification, estimation and approximation of risk under interventions that depend on the natural value of treatment using observational data, by Jessica Young, Miguel Hernán, and James Robins, Targeted maximum likelihood estimation for causal inference in survival and competing risks analysis, Tilting Methods for Assessing the Influence of Components in a Classifier, Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model, Model selection in reinforcement learning, Oracle inequalities for cross-validation type procedures, General oracle inequalities for model selection, Adaptive kernel methods using the balancing principle, Cross-validation for selecting a model selection procedure, Unnamed Item, Consistency of cross validation for comparing regression procedures, Evaluating the impact of a HIV low-risk express care task-shifting program: a case study of the targeted learning roadmap, A survey of cross-validation procedures for model selection, Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation, Kernel machines for current status data, Global sensitivity analysis for repeated measures studies with informative drop-out: A semi-parametric approach, Robust Q-Learning, Continuous-time targeted minimum loss-based estimation of intervention-specific mean outcomes