分区交叉验证

Partitioned cross-validation

Econometric Reviews · 1987
被引 36 · 同刊同年前 4%
人大 A-ABS 3

中文导读

提出分区交叉验证方法,以降低普通交叉验证的样本间变异性,并引入偏差以平衡方差,给出最优权衡理论,与其他带宽选择方法比较。

Abstract

Partitioned cross-validation is proposed as a method for overcoming the large amounts of across sample variability to which ordinary cross-validation is subject. The price for cutting down on the sample noise is that a type of bias is intriduced. A theory is presented for optimal trade-off of this variance and bias. Comparison with other bandwidth selection methods is given.

分区交叉验证方差-偏差权衡带宽选择