interest is defined as the risk minimizer for a suitable loss function and candidate estimators are generated using a loss … minimizing, over subsets of variables (e.g., basis functions), the empirical risk of subset-specific estimators of the parameter …

, selection, and performance assessment with cross-validation. In this approach, the parameter of interest is defined as the risk …

-validation for estimator selection and minimizing over subsets of basis functions the empirical risk of the subset-specific estimator …/substitution/addition algorithm for minimizing over subsets of variables (e.g., basis functions) the empirical risk of subset-specific estimators of …