Summary Cross‐validation, as a popular tool for choosing a smoothing parameter, is generalized to the case of dependent observations. A general version of the ‘deletion theorem’ for representation and simplified calculation of cross‐validatory criteria is given. Finally cross‐validation is discussed in terms of penalized likelihoods as a method for model choice analogous to the Akaike information criterion.
No takes yet. Share an insight, caveat, or question.
Angelika van der Linde (1994) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: