Cross-Validation: What Does It Estimate and How Well Does It Do It?-Reference-Cited by-同舟云学术

Cross-Validation: What Does It Estimate and How Well Does It Do It?

Published:2023-05-15 Issue: Volume: Page:1-12
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Bates Stephen¹^ORCID,Hastie Trevor²^ORCID,Tibshirani Robert³

Affiliation:

1. Department of Statistics and EECS, University of California, Berkeley, Berkeley, CA

2. Department of Statistics and Biomedical Data Science, Stanford University, Stanford, CA

3. Department of Biomedical Data Science and Statistics, Stanford University, Stanford, CA

Funder

National Science Foundation

National Institutes of Health

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2023.2197686

Reference39 articles.

1. A new look at the statistical model identification

2. The Relationship Between Variable Selection and Data Agumentation and a Method for Prediction

3. Austern, M., and Zhou, W. (2020), “Asymptotics of Cross-Validation,” arXiv preprint. arXiv:2001.11111.

4. Bayle, P., Bayle, A., Mackey, L., and Janson, L. (2020), “Cross-Validation Confidence Intervals for Test Error,” in Conference on Neural Information Processing Systems.

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