On robust cross-validation for nonparametric smoothing.

Oliver Morell Dennis Otto Roland Fried

Published in: Comput. Stat. (2013)

Keyphrases

cross validation
model selection
support vector
hyperparameters
training set
variable selection
cross validated
generalization error
nonparametric regression
regression problems
regularization parameter
information criterion
regression model
unseen data
information theoretic
grid search