Estimating residual variance in random forest regression

DOI10.1016/j.csda.2011.04.022zbMath1218.62035OpenAlexW2126472470MaRDI QIDQ2275646

Guillermo Mendez, Sharon L. Lohr

Publication date: 9 August 2011

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

Full work available at URL: https://doi.org/10.1016/j.csda.2011.04.022

zbMATH Keywords

tablesbootstrapproximity measurenonparametric regressionregression treegender gapsex differencesgreater male variability hypothesis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Applications of statistics to psychology (62P15)

Related Items (2)

A simple bootstrap method for constructing nonparametric confidence bands for functions ⋮ Consistent estimation of residual variance with random forest out-of-bag errors

Uses Software

• GeneSrF
• randomForest
• bootlib

Cites Work

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• The Estimation of Prediction Error
• Random Forests and Adaptive Nearest Neighbors
• Random forests

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