Asymptotic optimality and efficient computation of the leave-subject-out cross-validation
留受试者交叉验证的渐近最优性与高效计算
Although the leave-subject-out cross-validation (CV) has been widely used in practice for tuning parameter selection for various nonparametric and semiparametric models of longitudinal data, its theoretical property is unknown and solving the associated optimization problem is computationally expensive, especially when there are multiple tuning parameters. In this paper, by focusing on the penalized spline method, we show that the leave-subject-out CV is optimal in the sense…