19 citations · 94 across the 16 of their papers we have counts for
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math.ST2012★ 6 cited
Nonparametric risk bounds for time-series forecasting
Daniel J. McDonald, Cosma Rohilla Shalizi, Mark Schervish
We derive generalization error bounds for traditional time-series forecasting models. Our results hold for many standard forecasting tools including autoregressive models, moving a…
math.ST2012
Leave-one-out cross-validation is risk consistent for lasso
Darren Homrighausen, Daniel J. McDonald
The lasso procedure is ubiquitous in the statistical and signal processing literature, and as such, is the target of substantial theoretical and applied research. While much of thi…