Cross-estimation for decision selection

DOI10.1002/asmb.2542MaRDI QIDQ6578156

Xinyue Gu, Bo Li

Publication date: 25 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bagging predictors
• Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment
• Estimating the dimension of a model
• Likelihood robust optimization for data-driven problems
• Weak convergence and empirical processes. With applications to statistics
• Robust empirical optimization is almost the same as mean-variance optimization
• A practical inventory control policy using operational statistics
• Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
• Learning and Pricing with Models That Do Not Explicitly Incorporate Competition
• A General Attraction Model and Sales-Based Linear Program for Network Revenue Management Under Customer Choice
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Maximum likelihood identification of Gaussian autoregressive moving average models
• The Predictive Sample Reuse Method with Applications
• Adaptive Regression by Mixing
• Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice
• High-dimensional regression adjustments in randomized experiments
• Some Comments on C P
• Combining Linear Regression Models

This page was built for publication: Cross-estimation for decision selection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6578156)