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We derive high-dimensional Gaussian comparison results for the standard $V$-fold cross-validated risk estimates.
The relationship between variable selection and data agumentation and a method for prediction
David M Allen · 1974
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Cross-validatory choice and assessment of statistical predictions
Mervyn Stone · 1974
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The predictive sample reuse method with applications
Seymour Geisser · 1975
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Neue Herleitung und explizite Restabschätzung der Riemann-Siegel-Formel
Wolfgang Gabcke · 1979
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Cross-validation of regression models
Richard R Picard and R Dennis Cook · 1984
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Jun Shao · 1993
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Ping Zhang · 1993
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A lyapunov-type bound in rd
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Semiparametric theory and missing data
Anastasios A Tsiatis · 2006
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Consistency of cross validation for comparing regression procedures
Yuhong Yang · 2007
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Fence methods for mixed model selection
Jiming Jiang, J Sunil Rao, Zhonghua Gu, and Thuan Nguyen · 2008
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Moment inequalities for sums of dependent random variables under projective conditions
Emmanuel Rio · 2009
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A bias correction for the minimum error rate in cross-validation
Ryan J Tibshirani and Robert Tibshirani · 2009
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A survey of cross-validation procedures for model selection
Sylvain Arlot and Alain Celisse · 2010
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Nicolai Meinshausen and Peter Bühlmann · 2010
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The model confidence set
Peter R Hansen, Asger Lunde, and James M Nason · 2011
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A confidence region approach to tuning for variable selection
Funda Gunes and Howard D Bondell · 2012
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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, and Kengo Kato · 2013
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Gaussian and bootstrap approximations for high-dimensional u-statistics and their applications
Xiaohui Chen · 2018
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Arun Kumar Kuchibhotla and Abhishek Chakrabortty · 2018
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Asymptotics of cross-validation
Morgane Austern and Wenda Zhou · 2020
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Cross-validation confidence intervals for test error
Pierre Bayle, Alexandre Bayle, Lucas Janson, and Lester Mackey · 2020
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Beyond gaussian approximation: Bootstrap for maxima of sums of independent random vectors
Hang Deng and Cun-Hui Zhang · 2020
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Yi Yu and Yang Feng · 2014
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Comparison and anti-concentration bounds for maxima of gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, and Kengo Kato · 2015
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Confidence sets for model selection by f-testing
Davide Ferrari and Yuhong Yang · 2015
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On cross-validated lasso in high dimensions
Denis Chetverikov, Zhipeng Liao, and Victor Chernozhukov · 2016
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Arun Kumar Kuchibhotla and Alessandro Rinaldo · 2020
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Cross-validation with confidence
Jing Lei · 2020
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Miles E Lopes · 2020
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Sub-weibull distributions: Generalizing sub-gaussian and sub-exponential properties to heavier tailed distributions
Mariia Vladimirova, Stéphane Girard, Hien Nguyen, and Julyan Arbel · 2020
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Cross-validation: what does it estimate and how well does it do it?
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Central limit theorems for high dimensional dependent data
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High-dimensional clt: Improvements, non-uniform extensions and large deviations
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Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data
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