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The Estimation of Prediction Error: Covariance Penalties and Cross-Validation


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  • Bradley Efron
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    Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

    Volume (Year): 99 (2004)
    Issue (Month): (January)
    Pages: 619-632

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    Handle: RePEc:bes:jnlasa:v:99:y:2004:p:619-632

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    Cited by:
    1. Sieds, 2012. "Complete Volume LXVI n.1 2012," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 0(1), pages 1-296.
    2. Binder, Harald & Sauerbrei, Willi, 2008. "Increasing the usefulness of additive spline models by knot removal," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5305-5318, August.
    3. Kato, Kengo, 2009. "On the degrees of freedom in shrinkage estimation," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1338-1352, August.
    4. Daudin, Jean-Jacques & Mary-Huard, Tristan, 2008. "Estimation of the conditional risk in classification: The swapping method," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3220-3232, February.
    5. Wang, You-Gan & Hin, Lin-Yee, 2010. "Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3359-3370, December.
    6. Borra, Simone & Di Ciaccio, Agostino, 2010. "Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2976-2989, December.
    7. Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006. "Regularization in statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 15(2), pages 271-344, September.
    8. ter Braak, Cajo J.F., 2006. "Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1232-1242, November.
    9. Zhang, Bo & Shen, Xiaotong & Mumford, Sunni L., 2012. "Generalized degrees of freedom and adaptive model selection in linear mixed-effects models," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 574-586.


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