Corrected generalized cross-validation for finite ensembles of penalized estimators

2 October 2023

Papers citing "Corrected generalized cross-validation for finite ensembles of penalized estimators"

4 / 4 papers shown

Title
Mallows-type model averaging: Non-asymptotic analysis and all-subset combination Jingfu Peng MoMe 37 0 0 05 May 2025
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning Pierre C. Bellec Yi Shen 40 13 0 03 Jan 2025
Chi-square and normal inference in high-dimensional multi-task regression Pierre C. Bellec Gabriel Romon 10 3 0 16 Jul 2021
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process Hannes Leeb 76 36 0 22 Feb 2008