Partitioned cross-validation

Partitioned cross-validation
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分区交叉验证

DOI:
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发表时间:
1987
期刊:
影响因子:
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通讯作者:
J. Marron
J. Marron
中科院分区:
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文献类型:
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作者:
J. Marron

文献摘要

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分区交叉验证被提出作为一种方法,以克服大量的跨样本变异性,普通的交叉验证是受。降低样本噪声的代价是减少了一种偏差。一个理论提出了最佳的权衡这种方差和偏差。并与其它带宽选择方法进行了比较。
Partitioned cross-validation is proposed as a method for overcoming the large amounts of across sample variability to which ordinary cross-validation is subject. The price for cutting down on the sample noise is that a type of bias is intriduced. A theory is presented for optimal trade-off of this variance and bias. Comparison with other bandwidth selection methods is given.