Out-of-sample error estimate for robust M-estimators with convex penalty

26 August 2020

Papers citing "Out-of-sample error estimate for robust M-estimators with convex penalty"

5 / 5 papers shown

Title
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning Pierre C. Bellec Yi Shen 45 13 0 03 Jan 2025
Estimating Generalization Performance Along the Trajectory of Proximal SGD in Robust Regression Kai Tan Pierre C. Bellec 26 0 0 03 Oct 2024
Distributional bias compromises leave-one-out cross-validation George I. Austin I. Pe’er T. Korem 47 1 0 03 Jun 2024
De-biasing convex regularized estimators and interval estimation in linear models Pierre C. Bellec Cun-Hui Zhang 24 20 0 26 Dec 2019
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process Hannes Leeb 76 36 0 22 Feb 2008