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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
Statistical prediction methods typically require some form of fine‐tuning of tuning parameter(s), with K‐fold cross‐validation as the canonical procedure. For ridge regression, there exist numerous procedures, but common ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
Suppose observations y 1 ,...,y n stem from a parametric model f ( y,θ ), with the parameter taking one value θ L for y 1 ,...,y τ and another value θ R for y τ +1 ,...,y n . This article provides and examines two different ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2018)