Efficiency of the V-fold model selection for localized bases
Year of publication: |
[2017]
|
---|---|
Authors: | Navarro, Fabien ; Saumard, Adrien |
Publisher: |
[Palaiseau] : Centre de recherche en economie et statistique |
Subject: | V-fold cross-validation | V-fold penalization | model selection | nonparametric regression | heteroscedastic noise | random design | wavelets | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Zustandsraummodell | State space model |
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