Model comparison and assessment by cross validation

Cross validation (CV) is widely used for model assessment and comparison. In this thesis, we first review and compare three v-fold CV strategies: best single CV, repeated and averaged CV and double CV. The mean squared errors of the CV strategies in estimating the best predictive performance are ill...

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Bibliographic Details
Main Author: Shen, Hui
Format: Others
Language:English
Published: University of British Columbia 2008
Subjects:
Online Access:http://hdl.handle.net/2429/1286

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