Penalized Cross-validation
نویسندگان
چکیده
منابع مشابه
Penalized Likelihood Density Estimation: Direct Cross-Validation and Scalable Approximation
For smoothing parameter selection in penalized likelihood density estimation, a direct crossvalidation strategy is illustrated. The strategy is as effective as the indirect cross-validation developed earlier, but is much easier to implement in multivariate settings. Also studied is the practical implementation of certain low-dimensional approximations of the estimate, with the dimension of the ...
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ژورنال
عنوان ژورنال: Japanese journal of applied statistics
سال: 2003
ISSN: 0285-0370,1883-8081
DOI: 10.5023/jappstat.32.31