An asymptotic equivalence of the cross-data and predictive estimators

DOI10.1080/03610926.2018.1549258OpenAlexW2913560142WikidataQ128414561 ScholiaQ128414561MaRDI QIDQ5085606

Haruhiko Ogasawara

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1549258

zbMATH Keywords

cross-validationAkaike information criterioncoefficient of variationfuture dataleave-one-out method

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Optimal information criteria minimizing their asymptotic mean square errors
• Expected predictive least squares for model selection in covariance structures
• The Predictive Sample Reuse Method with Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: An asymptotic equivalence of the cross-data and predictive estimators