Generalized Correlated Cross-Validation (GCCV)
نویسندگان
چکیده
منابع مشابه
Generalized Cross-Validation for Correlated Data (GCVc)
Since its introduction by Stone (1974) and Geisser (1975), cross-validation has been studied and improved by several authors including Burman et al. the most widely used and best known is generalized cross-validation (GCV) (Craven & Wahba, 1979), which establishes a single-pass method that penalizes the fit by the trace of the smoother matrix assuming independent errors. We propose an extension...
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