E?ciency of the V-fold model selection for localized bases
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- Fabien Navarro & Adrien Saumard, 2017. "Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases," Working Papers 2017-67, Center for Research in Economics and Statistics.
- Cai, T. Tony & Brown, Lawrence D., 1999. "Wavelet estimation for samples with random uniform design," Statistics & Probability Letters, Elsevier, vol. 42(3), pages 313-321, April.
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Keywords
V-fold cross-validation; V-fold penalization; model selection; nonparametric regression; heteroscedastic noise; random design; wavelets;All these keywords.
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