Choosing a penalty for model selection in heteroscedastic regression

16 December 2008

Papers citing "Choosing a penalty for model selection in heteroscedastic regression"

2 / 2 papers shown

Title
Data-driven calibration of penalties for least-squares regression Sylvain Arlot P. Massart 121 159 0 06 Feb 2008
V-fold cross-validation improved: V-fold penalization Sylvain Arlot 80 70 0 05 Feb 2008