Uncertainty quantification for honest regression trees

DOI10.1016/j.csda.2021.107377OpenAlexW3210314997MaRDI QIDQ2072416

Suofei Wu, Thomas C. M. Lee, Jan Hannig

Publication date: 26 January 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107377

zbMATH Keywords

bootstrapconfidence intervalsjackknifeprediction intervalsgeneralized fiducial inference

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• UCI-ml
• grf
• BartPy

Cites Work

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• Generalized random forests
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• Random forests