Refitted cross-validation
WebThe general refitted cross-validation (grcv) estimator (Pazira et al., 2024) is an estimator of the dispersion parameter of the exponential family based on the following four stage … Web1. mar 2024 · Authors: Wang, Luheng; Chen, Zhao; Wang, Christina Dan; Li, Runze Award ID(s): 1820702 Publication Date: 2024-03-01 NSF-PAR ID: 10146731 Journal Name: Journal of Econometrics Volume: 215 Issue: 1 Page Range or eLocation-ID:
Refitted cross-validation
Did you know?
Webrefitted cross-validation, to attenuate the influence of irrelevant variables with high spurious correlations. Our asymptotic results show that the resulting procedure performs … WebUSING REFITTED CROSS-VALIDATION VARIANCE ESTIMATION BY HENGJIAN CUI∗,1,WENWEN GUO∗ AND WEI ZHONG†,2 Capital Normal University∗ and Xiamen University† Testing a hypothesis for high-dimensional regression coefficients is of fundamental importance in the statistical theory and applications. In this pa-
WebYou can and should use cross-validation for this purpose. The trick is to perform cross-validation correctly for your data, and k-fold is too naive to deal with the autocorrelation. …
WebFan, J., Guo, S., and Hao, N. (2010) Variance Estimation Using Refitted Cross-validation in Ultrahigh Dimensional Regression. Cornell University Working Paper. has been cited by the following article: ... Financial Economics 72: 291-318], this paper proposes the nonparametric technique of cross validation, to tuning the shrinkage intensity ... WebWe propose a refitted cross validation (RCV) method for sparse precision matrix estimation based on its Cholesky decomposition, which does not require the Gaussian assumption. …
Web5. nov 2016 · We propose a two-stage refitted procedure via a data splitting technique, called refitted cross-validation, to attenuate the influence of irrelevant variables with high …
Web2. okt 2024 · cross_validate does not refit, as you can verify from the source code. The documentation is incorrect, presumably having been copied from that of GridSearchCV. … refracted colorWeb1. jan 2012 · A refitted cross-validation (RCV) method, to derive a variance estimator, was proposed in [12], and its asymptotic properties were studied. The main idea of RCV is to attenuate the influence of... refracted ray angle calculatorWebABSTRACT: This paper studies the re-adjusted cross-validation method and a semiparametric regression model called the varying index coefficient model. We use the profile spline modal estimator method to estimate the coefficients of the parameter part of the Varying Index Coefficient Model (VICM), while the unknown function part uses the B ... refracted in malayWebJSTOR Home refracted fire quilt patternWeb10. okt 2011 · We propose a two-stage refitted procedure via a data splitting technique, called refitted cross-validation, to attenuate the influence of irrelevant variables with high spurious correlations. Our asymptotic results show that the resulting procedure performs as well as the oracle estimator, which knows in advance the mean regression function. refracted imageWebDetermines the cross-validation splitting strategy. Possible inputs for cv are: An iterable yielding (train, test) splits as arrays of indices. For int/None inputs, if the estimator is a classifier and y is either binary or multiclass, StratifiedKFold is used. In … refracted reality翻译WebIn this article, two existing methods, viz. Refitted Cross Validation (RCV) and kfold-RCV, were suggested for such cases. Moreover, by considering the limitations of the above … refracted in water