Variance estimation of a general u-statistic with appllication to cross-validation

DOI10.5705/ss.2012.215OpenAlexW2114475689MaRDI QIDQ5248904

Bruce G. Lindsay, Qing Wang

Publication date: 28 April 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2012.215

zbMATH Keywords

model selectioncross-validationvarianceU-statisticbest unbiased estimatorlikelihood riskpartition resampling

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (10)

Quantifying uncertainty of subsampling-based ensemble methods under a U-statistic framework ⋮ Improving cross-validated bandwidth selection using subsampling-extrapolation techniques ⋮ On the asymptotic behaviour of the variance estimator of a \(U\)-statistic ⋮ Simultaneous variable and factor selection via sparse group lasso in factor analysis ⋮ DESIGN BASED INCOMPLETE U-STATISTICS ⋮ Unnamed Item ⋮ An efficient variance estimator for cross-validation under partition sampling ⋮ A general class of linearly extrapolated variance estimators ⋮ Minimization and estimation of the variance of prediction errors for cross-validation designs ⋮ Optimality of training/test size and resampling effectiveness in cross-validation

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