Improved Small-Sample Estimation of Nonlinear Cross-Validated Prediction Metrics

DOI10.1080/01621459.2019.1668794zbMath1452.62246OpenAlexW2977961562MaRDI QIDQ5146043

Maya Petersen, David Benkeser

Publication date: 22 January 2021

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7954141

zbMATH Keywords

predictioncross-validationmachine learningestimating equationtargeted minimum loss-based estimationarea under receiver operating characteristic curve

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Uses Software

• UCI-ml
• XGBoost

Cites Work

• Unnamed Item
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• An experimental comparison of cross-validation techniques for estimating the area under the ROC curve
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• Weak convergence and empirical processes. With applications to statistics
• Asymptotic Statistics
• Time‐Dependent ROC Curves for Censored Survival Data and a Diagnostic Marker
• Regularization and Variable Selection Via the Elastic Net
• The elements of statistical learning. Data mining, inference, and prediction
• Random forests

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