The Estimation of Prediction Error: Covariance Penalties and Cross-Validation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 271-344, September.
- repec:bla:scjsta:v:44:y:2017:i:4:p:989-1008 is not listed on IDEAS
- Chung-Wei Shen & Yi-Hau Chen, 2012. "Model Selection for Generalized Estimating Equations Accommodating Dropout Missingness," Biometrics, The International Biometric Society, vol. 68(4), pages 1046-1054, December.
- Chunming Zhang, 2008. "Prediction Error Estimation Under Bregman Divergence for Non-Parametric Regression and Classification," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(3), pages 496-523.
- John R. Graham & Campbell R. Harvey & Jillian Popadak & Shivaram Rajgopal, 2017. "Corporate Culture: Evidence from the Field," NBER Working Papers 23255, National Bureau of Economic Research, Inc.
- 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.
- Theo Dijkstra, 2014. "Ridge regression and its degrees of freedom," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(6), pages 3185-3193, November.
- Jonathan Bradley & Noel Cressie & Tao Shi, 2015. "Comparing and selecting spatial predictors using local criteria," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 1-28, March.
- 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.
- 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.
- 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.
- Diego Vidaurre & Concha Bielza & Pedro Larrañaga, 2013. "A Survey of L 1 Regression," International Statistical Review, International Statistical Institute, vol. 81(3), pages 361-387, December.
- Hu, Qinqin & Zeng, Peng & Lin, Lu, 2015. "The dual and degrees of freedom of linearly constrained generalized lasso," Computational Statistics & Data Analysis, Elsevier, vol. 86(C), pages 13-26.
- Matthew Gentzkow & Bryan T. Kelly & Matt Taddy, 2017. "Text as Data," NBER Working Papers 23276, National Bureau of Economic Research, Inc.
- Vinciotti Veronica & Augugliaro Luigi & Abbruzzo Antonino & Wit Ernst C., 2016. "Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 15(3), pages 193-212, June.
- 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.
- Yanagihara, Hirokazu & Satoh, Kenichi, 2010. "An unbiased Cp criterion for multivariate ridge regression," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1226-1238, May.
- 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.
- 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. 66(1), pages 1-296.
- Yi, Feng & Zou, Hui, 2013. "SURE-tuned tapering estimation of large covariance matrices," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 339-351.
- Kato, Kengo, 2009. "On the degrees of freedom in shrinkage estimation," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1338-1352, August.
- Hirose, Kei & Tateishi, Shohei & Konishi, Sadanori, 2013. "Tuning parameter selection in sparse regression modeling," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 28-40.
- Luigi Augugliaro & Angelo M. Mineo & Ernst C. Wit, 2013. "Differential geometric least angle regression: a differential geometric approach to sparse generalized linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 471-498, June.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlasa:v:99:y:2004:p:619-632. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum). General contact details of provider: http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.