메뉴 건너뛰기




Volumn 61, Issue 3, 1999, Pages 529-546

The covariance inflation criterion for adaptive model selection

Author keywords

Adaptive prediction; Bootstrap; Cross validation; Model selection; Permutation

Indexed keywords


EID: 0039724913     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00191     Document Type: Article
Times cited : (87)

References (18)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • eds B. N. Petrov and F. Csàki, Budapest: Akadémiai Kiadó
    • Akaike, H. (1973) Information theory and an extension of the maximum likelihood principle. In Proc. 2nd Int. Symp. Inference Theory (eds B. N. Petrov and F. Csàki), pp. 267-281. Budapest: Akadémiai Kiadó.
    • (1973) Proc. 2nd Int. Symp. Inference Theory , pp. 267-281
    • Akaike, H.1
  • 2
    • 0001587464 scopus 로고
    • The little bootstrap and other methods for dimensionality selection in regression: X-fitted prediction error
    • Breiman, L. (1992) The little bootstrap and other methods for dimensionality selection in regression: X-fitted prediction error. J. Am. Statist. Ass., 87, 738-754.
    • (1992) J. Am. Statist. Ass. , vol.87 , pp. 738-754
    • Breiman, L.1
  • 3
    • 84947318637 scopus 로고
    • Locally weighted regression: An approach to regression analysis by local fitting
    • Cleveland, W. and Devlin, S. J. (1988) Locally weighted regression: an approach to regression analysis by local fitting. J. Am. Statist. Ass., 83, 596-610.
    • (1988) J. Am. Statist. Ass. , vol.83 , pp. 596-610
    • Cleveland, W.1    Devlin, S.J.2
  • 5
    • 0041958932 scopus 로고
    • Ideal spatial adaptation by wavelet shrinkage
    • Donoho, D. and Johnstone, I. (1994) Ideal spatial adaptation by wavelet shrinkage. Biometrika, 81, 425-455.
    • (1994) Biometrika , vol.81 , pp. 425-455
    • Donoho, D.1    Johnstone, I.2
  • 6
    • 84950461478 scopus 로고
    • Estimating the error rate of a prediction rule: Some improvements on cross-validation
    • Efron, B. (1983) Estimating the error rate of a prediction rule: some improvements on cross-validation. J. Am. Statist. Ass., 78, 316-331.
    • (1983) J. Am. Statist. Ass. , vol.78 , pp. 316-331
    • Efron, B.1
  • 7
    • 80053264999 scopus 로고
    • How biased is the apparent error rate of a prediction rule?
    • _ (1986) How biased is the apparent error rate of a prediction rule? J. Am. Statist. Ass., 81, 461-470.
    • (1986) J. Am. Statist. Ass. , vol.81 , pp. 461-470
  • 8
    • 0031536511 scopus 로고    scopus 로고
    • Improvements on cross-validation: The 632+ bootstrap: Method
    • Efron, B. and Tibshirani, R. (1997) Improvements on cross-validation: the 632+ bootstrap: method. J. Am. Statist. Ass., 92, 548-560.
    • (1997) J. Am. Statist. Ass. , vol.92 , pp. 548-560
    • Efron, B.1    Tibshirani, R.2
  • 9
    • 21844523862 scopus 로고
    • The risk inflation criterion for multiple regression
    • Foster, D. and George, E. (1994) The risk inflation criterion for multiple regression. Ann. Statist., 22, 1947-1975.
    • (1994) Ann. Statist. , vol.22 , pp. 1947-1975
    • Foster, D.1    George, E.2
  • 10
    • 84950645271 scopus 로고
    • The predictive sample reuse method with applications
    • Geisser, S. (1975) The predictive sample reuse method with applications. J. Am. Statist. Ass., 70, 320-328.
    • (1975) J. Am. Statist. Ass. , vol.70 , pp. 320-328
    • Geisser, S.1
  • 13
    • 0000902690 scopus 로고
    • The effective number of parameters: An analysis of generalization and regularization in nonlinear learning systems
    • San Mateo: Morgan Kaufman
    • Moody, J. (1992) The effective number of parameters: an analysis of generalization and regularization in nonlinear learning systems. In Advances in Neural Information Processing Systems, vol. 4, pp. 847-854. San Mateo: Morgan Kaufman.
    • (1992) Advances in Neural Information Processing Systems , vol.4 , pp. 847-854
    • Moody, J.1
  • 14
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz, G. (1979) Estimating the dimension of a model. Ann. Statist., 6, 461-464.
    • (1979) Ann. Statist. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 15
    • 0000629975 scopus 로고
    • Cross-validatory choice and assessment of statistical predictions
    • Stone, M. (1974) Cross-validatory choice and assessment of statistical predictions (with discussion). J. R. Statist. Soc. B, 36, 111-147.
    • (1974) J. R. Statist. Soc. B , vol.36 , pp. 111-147
    • Stone, M.1
  • 16
    • 0038913620 scopus 로고    scopus 로고
    • The covariance inflation criterion for adaptive model selection
    • University of Toronto, Toronto
    • Tibshirani, R. and Knight, K. (1997) The covariance inflation criterion for adaptive model selection. Technical Report. University of Toronto, Toronto.
    • (1997) Technical Report
    • Tibshirani, R.1    Knight, K.2
  • 18
    • 0032351389 scopus 로고    scopus 로고
    • On measuring and correcting the effects of data mining and model selection
    • Ye, J. (1998) On measuring and correcting the effects of data mining and model selection. J. Am. Statist. Ass., 93, 120-131.
    • (1998) J. Am. Statist. Ass. , vol.93 , pp. 120-131
    • Ye, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.