Cross-validation estimation of covariance parameters under fixed-domain asymptotics.
François BachocAgnès LagnouxThi Mong Ngoc NguyenPublished in: J. Multivar. Anal. (2017)
Keyphrases
- cross validation
- hyperparameters
- model selection
- parameter estimation
- regularization parameter
- variable selection
- support vector
- error estimates
- cross validated
- generalization error
- training set
- input variables
- regression problems
- information criterion
- ls svm
- nearest neighbor classifiers
- unseen data
- parameter values
- sample size
- error estimation
- grid search
- pairwise
- maximum likelihood
- expectation maximization
- parameter space
- mixture model