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Volumn 18, Issue 4, 2009, Pages 879-893

Far casting cross-validation

Author keywords

Dependent data; Optimistic error rates; Prediction; Temporal correlation; Tuning parameter

Indexed keywords


EID: 72449182153     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/jcgs.2009.07034     Document Type: Article
Times cited : (12)

References (15)
  • 1
    • 0039012351 scopus 로고
    • A cross-validatory method for dependent data
    • Burman, P., Chow, E., and Nolan, D. (1994), "A Cross-Validatory Method for Dependent Data," Biometrika, 81 (2), 351-358.
    • (1994) Biometrika , vol.81 , Issue.2 , pp. 351-358
    • Burman, P.1    Chow, E.2    Nolan, D.3
  • 3
    • 0000665083 scopus 로고
    • Nonparametric estimates of a multivariate probability density
    • Epanechnikov, V. (1969), "Nonparametric Estimates of a Multivariate Probability Density," Theory of Probability and Applications, 14, 153-158.
    • (1969) Theory of Probability and Applications , vol.14 , pp. 153-158
    • Epanechnikov, V.1
  • 7
    • 0001503762 scopus 로고
    • Global trends of measured surface air temperature
    • Hansen, J., and Lebedeff, S. (1987), "Global Trends of Measured Surface Air Temperature," Journal of Geophysical Research, 92, 13345-13372.
    • (1987) Journal of Geophysical Research , vol.92 , pp. 13345-13372
    • Hansen, J.1    Lebedeff, S.2
  • 8
    • 6444236205 scopus 로고    scopus 로고
    • Robustness of one-sided cross-validation to autocorrelation
    • Hart, J., and Lee, C. (2005), "Robustness of One-Sided Cross-Validation to Autocorrelation," Journal of Multivariate Analysis, 92 (1), 77-96.
    • (2005) Journal of Multivariate Analysis , vol.92 , Issue.1 , pp. 77-96
    • Hart, J.1    Lee, C.2
  • 11
    • 0039647825 scopus 로고
    • Will the art of smoothing ever become a science?
    • Providence, RI: American Mathematical Society
    • Marron, J. (1986), "Will the Art of Smoothing Ever Become a Science?" in Function Estimates. Contemporary Mathematics, Vol.59, Providence, RI: American Mathematical Society, pp. 169-178.
    • (1986) Function Estimates. Contemporary Mathematics , vol.59 , pp. 169-178
    • Marron, J.1
  • 12
    • 0347948988 scopus 로고    scopus 로고
    • Consistent cross-validatory model-selection for dependent data: Hv-block cross-validation
    • Racine, J. (2000), "Consistent Cross-Validatory Model-Selection for Dependent Data: hv-Block Cross-Validation," Journal of Econometrics, 99, 39-61.
    • (2000) Journal of Econometrics , vol.99 , pp. 39-61
    • Racine, J.1
  • 13
    • 0000629975 scopus 로고
    • Cross-validatory choice and the assessment of statistical predictions
    • (with discussion), Ser. B
    • Stone, M. (1974), "Cross-Validatory Choice and the Assessment of Statistical Predictions" (with discussion), Journal of the Royal Statistical Society, Ser. B, 36, 111-133.
    • (1974) Journal of the Royal Statistical Society , vol.36 , pp. 111-133
    • Stone, M.1
  • 14
    • 21144469971 scopus 로고
    • Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
    • van Es, B. (1992), "Asymptotics for Least Squares Cross-Validation Bandwidths in Nonsmooth Cases," The Annals of Statistics, 20, 1131-1146.
    • (1992) The Annals of Statistics , vol.20 , pp. 1131-1146
    • Van Es, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.