Search Results - subject:"Cross‐validation"

Model Selection Based on FDR-Thresholding Optimizing the Area under the ROC-Curve

Graf, Alexandra; Bauer, Peter - In: Statistical Applications in Genetics and Molecular Biology 8 (2009) 1, pp. 31-31

) varies largely over the different parameter constellations not known in advance. Hence, we investigated a new cross … validation procedure based on the maximum rank correlation estimator to determine the optimal selection threshold. This procedure …

Persistent link: https://www.econbiz.de/10005046569

Correcting the Estimated Level of Differential Expression for Gene Selection Bias: Application to a Microarray Study

Bickel, David - In: Statistical Applications in Genetics and Molecular Biology 7 (2009) 1, pp. 10-10

The level of differential gene expression may be defined as a fold change, a frequency of upregulation, or some other measure of the degree or extent of a difference in expression across groups of interest. On the basis of expression data for hundreds or thousands of genes, inferring which genes...

Persistent link: https://www.econbiz.de/10005046588

Assessing Methods for College Football Rankings

Gill, Ryan; Keating, Jerome - In: Journal of Quantitative Analysis in Sports 5 (2009) 2, pp. 3-3

models using leave-one-out cross validation. The methods and analyses are applied to all major NCAA football data from 1930-2007. …

Persistent link: https://www.econbiz.de/10005046676

Jackknife estimator for tracking error variance of optimal portfolios

Basak, Gopal Krishna; Jagannathan, Ravi; Ma, Tongshu - In: Management science : journal of the Institute for … 55 (2009) 6, pp. 990-1002

Persistent link: https://www.econbiz.de/10003865939

Variables selection in observational and experimental studies

Kunert, Joachim; Weihs, Claus - 2000

applicability of cross validation. On the other hand, it is shown, however, that a well designed experiment might lead to a factor … structure very appropriate for cross validation, namely a certain balance in the observations together with orthogonality of the … factors. This might be the reason why in practice cross validation has proven to be a valuable tool for variable selection …

Persistent link: https://www.econbiz.de/10010316438

Variables selection in observational and experimental studies

Kunert, Joachim; Weihs, Claus - Institut für Wirtschafts- und Sozialstatistik, … - 2000

Persistent link: https://www.econbiz.de/10010955421

Variables selection in observational and experimental studies

Kunert, Joachim; Weihs, Claus - 2000

Persistent link: https://www.econbiz.de/10009783554

Model Selection Using the Estimative and the Approximate p* Predictive Densities

Vidoni, Paolo - In: Annals of the Institute of Statistical Mathematics 52 (2000) 1, pp. 57-70

Persistent link: https://www.econbiz.de/10005760325

On the finite-sample accuracy of nonparametric resampling algorithms for economic time series

Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001410057

On the Finite Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series

Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999

In recent years, there has been increasing interest in nonparametric bootstrap inference for economic time series. Nonparametric resampling techniques help protect against overly optimistic inference in time series models of unknown structure. They are particularly useful for evaluating the fit...

Persistent link: https://www.econbiz.de/10014198030