Cross-Validation With Confidence

Lei, J

Lei, J (reprint author), Carnegie Mellon Univ, Dept Stat & Data Sci, 5000 Forbes Ave, Pittsburgh, PA 15213 USA.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 0; ():

Abstract

Cross-validation is one of the most popular model and tuning parameter selection methods in statistics and machine learning. Despite its wide applicab......

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