Generalised correlated cross-validation

References

• Buja , A. , Hastie , T. and Tibsirani , R. 1989 . Linear Smoothers and Additive Models . The Annals of Statistics , 17 ( 2 ) : 453 – 510 .
   Web of Science ®Google Scholar
• Burman , P. , Chow , E. and Nolan , D. 1994 . A Cross-validatory Method for Dependent Data . Biometrika , 81 ( 2 ) : 351 – 358 .
   Web of Science ®Google Scholar
• Carmack , P. , Spence , J. , Schucany , W. , Gunst , R. , Lin , Q. and Haley , R. 2009 . Far Casting Cross Validation . Journal of Computational and Graphical Statistics , 18 ( 4 ) : 879 – 893 .
   Web of Science ®Google Scholar
• Carmack , P. , Spence , J. , Schucany , W. , Gunst , R. , Lin , Q. and Haley , R. 2011 . A New Class of Semiparametric Semivariogram and Nugget Estimators . Computational Statistics and Data Analysis , doi:10.1016/j.csda.2011.10.017.
   Web of Science ®Google Scholar
• Cherry , S. , Banfield , J. and Quimby , W. 1996 . An Evaluation of a Nonparametric Method of Estimating Semivariograms of Isotropic Spatial Processes . Journal of Applied Statistics , 23 ( 4 ) : 435 – 449 .
   Web of Science ®Google Scholar
• Craven , P. and Wahba , G. 1979 . Smoothing Noisy Data with Spline Functions . Numerical Mathematics , 31 : 377 – 403 .
   Web of Science ®Google Scholar
• Cressie , N. 1985 . Fitting Variogram Models by Weighted Least Squares . Mathematical Geology , 17 ( 5 ) : 563 – 586 .
   Google Scholar
• Fan , J. 1992 . Design-adaptive Nonparametric Regression . Journal of the American Statistical Association , 87 : 998 – 1004 .
   Web of Science ®Google Scholar
• Geisser , S. 1975 . The Predictive Sample Reuse Method with Applications . Journal of the American Statistical Association , 70 : 320 – 328 .
   Web of Science ®Google Scholar
• Genton , M. 1998 . Variogram Fitting by Generalized Least Squares Using an Explicit Formula for the Covariance Structure . Mathematical Geology , 30 ( 4 ) : 323 – 345 .
   Google Scholar
• Hart , J. and Lee , C. 2005 . Robustness of One-sided Cross-validation to Autocorrelation . Journal of Multivariate Analysis , 92 ( 1 ) : 77 – 96 .
   Web of Science ®Google Scholar
• Hart , J. and Yi , S. 1998 . One-sided Cross-validation . Journal of the American Statistical Association , 93 ( 442 ) : 620 – 630 .
   Web of Science ®Google Scholar
• Hastie , T. , Tibshirani , R. and Friedman , J. 2009 . The Elements of Statistical Learning , 2 , New York : Springer .
   Google Scholar
• Krishnaiah , P. 1961 . Remarks on a Multivariate Gamma Distribution . The American Mathematical Monthly , 68 ( 4 ) : 342 – 346 .
   Web of Science ®Google Scholar
• Lindquist , M. 2008 . The Statistical Analysis of fMRI data . Statistical Science , 23 ( 4 ) : 439 – 464 .
   Web of Science ®Google Scholar
• Mirsky , L. 1975 . A Trace Inequality of John von Neumann . Monatshefte für Mathematik , 79 ( 4 ) : 303 – 306 .
   Web of Science ®Google Scholar
• R Development Core Team . 2011 . R: A Language and Environment for Statistical Computing , Vienna , , Austria : R Foundation for Statistical Computing . ISBN3-900051-07-0.
   Google Scholar
• Racine , J. 2000 . Consistent Cross-validatory Model-selection for Dependent Data: hv-block Cross-validation . Journal of Econometrics , 99 : 39 – 61 .
   Web of Science ®Google Scholar
• Spence , J. , Carmack , P. , Gunst , R. , Schucany , W. , Woodward , W. and Haley , R. 2007 . Accounting for Spatial Dependence in the Analysis of SPECT Brain Imaging Data . Journal of the American Statistical Association , 102 ( 478 ) : 464 – 473 .
   Web of Science ®Google Scholar
• Stewart , T. , Strijbosch , L. , Moors , H. and Batenburg , P. V. 2007 . “ A Simple Approximation to the Convolution of Gamma Distributions ” . In CentER Discussion Paper No. 2007-70.
   Google Scholar
• Stone , M. 1974 . Cross-validatory Choice and the Assessment of Statistical Predictions (with discussion) . Journal of the Royal Statistical Society , B36 : 111 – 133 .
   Google Scholar