Iterative bias correction of the cross-validation criterion
type: Item
instance of: scholarly article
zbMATH Open document ID: 1246.62093
author: Hirokazu Yanagihara
author: Hironori Fujisawa
published in: Scandinavian Journal of Statistics
publication date: 2012-09-01T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 6075257
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: bias correction
zbMATH Keywords: bootstrap iteration
zbMATH Keywords: EIC
zbMATH Keywords: GIC
zbMATH Keywords: leave-\(k\)-out cross-validation
zbMATH Keywords: model selection
MaRDI profile type: Publication
full work available at URL: j.1467-9469.2011.00754.x
OpenAlex ID: W1813075113
cites work: A new look at the statistical model identification
cites work: Robust and efficient estimation by minimising a density power divergence
cites work: A large-sample model selection criterion based on Kullback's symmetric divergence
cites work: Smoothing parameter selection in quasi-likelihood models
cites work: Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
cites work: Robust estimation in the normal mixture model
cites work: Robust parameter estimation with a small bias against heavy contamination
cites work: A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
cites work: The bootstrap and Edgeworth expansion
cites work: On bootstrap resampling and iteration
cites work: Regression and time series model selection in small samples
cites work: A crossvalidatory AIC for hard wavelet thresholding in spatially adaptive function estimation
cites work: Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
cites work: Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
cites work: Bootstrapping log likelihood and EIC, an extension of AIC
cites work: Generalised information criteria in model selection
cites work: Asymptotic theory for information criteria in model selection -- functional approach
cites work: Information criteria and statistical modeling.
cites work: On Information and Sufficiency
cites work: Quadratic distances on probabilities: A unified foundation
cites work: Single-index model selections
cites work: An extended quasi-likelihood function
cites work: Cross-Validation of Regression Models
cites work: Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
cites work: Linear Model Selection by Cross-Validation
cites work: A bias correction for cross-validation bandwidth selection when a kernel estimate is based on dependent data
cites work: Q4066417
cites work: Q4127159
cites work: Further analysis of the data by Akaike's information criterion and the finite corrections
cites work: Q4044015
cites work: Maximum Likelihood Estimation of Misspecified Models
cites work: Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
cites work: A family of estimators for multivariate kurtosis in a nonnormal linear regression model
cites work: Bias correction of AIC in logistic regression models
cites work: Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
cites work: Second-order bias-corrected AIC in multivariate normal linear models under non-normality
cites work: Model selection via multifold cross validation
DOI: 10.1111/J.1467-9469.2011.00754.X
Recommended article: A bias correction for the minimum error rate in cross-validation
Recommended article: Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
Recommended article: BIASED CROSS-VALIDATION IN A KERNEL REGRESSION ESTIMATION
Recommended article: Cross-validation Revisited
Recommended article: Biased and Unbiased Cross-Validation in Density Estimation
Recommended article: Bias correction for alternating iterative maximum likelihood estimators
Recommended article: Cross-validation methods
Recommended article: Binned modified cross–validation with dependent errors
title: Iterative bias correction of the cross-validation criterion
description: scientific article; zbMATH DE number 6075257