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methodology, which provides a road map for estimation and performance assessment. Given a parameter of interest which can be …-validation for estimator selection and minimizing over subsets of basis functions the empirical risk of the subset-specific estimator …/substitution/addition algorithm for minimizing over subsets of variables (e.g., basis functions) the empirical risk of subset-specific estimators of …
Persistent link: https://www.econbiz.de/10005751450
van der Laan and Dudoit (2003) provide a road map for estimation and performance assessment where a parameter of … interest is defined as the risk minimizer for a suitable loss function and candidate estimators are generated using a loss … minimizing, over subsets of variables (e.g., basis functions), the empirical risk of subset-specific estimators of the parameter …
Persistent link: https://www.econbiz.de/10005046582
van der Laan and Dudoit (2003) provide a road map for estimation and performance assessment where a parameter of … interest is defined as the risk minimizer for a suitable loss function and candidate estimators are generated using a loss … minimizing, over subsets of variables (e.g., basis functions), the empirical risk of subset-specific estimators of the parameter …
Persistent link: https://www.econbiz.de/10005585079
negative log-density loss function in density estimation. Minimizing the empirical risk (i.e., the empirical mean of the loss …-validated epsilon-net estimation methodology that covers a broad class of estimation problems, including multivariate outcome prediction … interest (i.e., the risk minimizer for the true data generating distribution). In this article, we propose a cross …
Persistent link: https://www.econbiz.de/10005459075
Use of microarray technology often leads to high-dimensional and low-sample size (HDLSS) data settings. A variety of … of microarray data obtained from a set of patients with diffuse large B-cell lymphoma where time to survival is of …
Persistent link: https://www.econbiz.de/10005246465
Likelihood-based cross-validation is a statistical tool for selecting a density estimate based on n i.i.d. observations from the true density among a collection of candidate density estimators. General examples are the selection of a model indexing a maximum likelihood estimator, and the...
Persistent link: https://www.econbiz.de/10005046590
Likelihood-based cross-validation is a statistical tool for selecting a density estimate based on n i.i.d. observations from the true density among a collection of candidate density estimators. General examples are the selection of a model indexing a maximum likelihood estimator, and the...
Persistent link: https://www.econbiz.de/10005752553
This paper addresses a methodological technique of leave-many-out cross-validation for choosing cutoff values in stepwise regression methods for simplifying the final regression model. A practical approach to choose cutoff values through cross-validation is to compute the minimum Predicted...
Persistent link: https://www.econbiz.de/10005046666
Persistent link: https://www.econbiz.de/10011417204
For the problem of model selection, full cross-validation has been proposed as alternative criterion to the traditional cross-validation, particularly in cases where the latter one is not well defined. To justify the use of the new proposal we show that under some conditions, both criteria share...
Persistent link: https://www.econbiz.de/10010310761