the finite sample performance of the estimator. We find that univariate least squares cross validation, to choose the …

accompanying validation procedures, employing stringent Bonferroni corrections, stratified cross-validation, and follow …

in prediction which uses V-fold cross-validation to select weights to combine an initial set of candidate learners. In … et al. (2007)) theoretically validated the use of cross validation to select an optimal learner among many candidate … learners. Motivated by this use of cross validation, we propose a new prediction method for creating a weighted combination of …

which the nearest neighbor (NN) method has been reported to perform relatively well. Usually cross-validation (CV) is used …

Likelihood-based cross-validation is a statistical tool for selecting a density estimate based on n i.i.d. observations … estimator. In this article, we establish a finite sample result for a general class of likelihood-based cross-validation … procedures (as indexed by the type of sample splitting used, e.g. V-fold cross-validation). This result implies that the cross-validation …