Standard errors for bagged and random forest estimators

DOI10.1016/j.csda.2008.08.007zbMath1452.62121OpenAlexW2070073022MaRDI QIDQ961193

Joseph Sexton, Petter Laake

Publication date: 30 March 2010

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

Full work available at URL: https://doi.org/10.1016/j.csda.2008.08.007

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric statistical resampling methods (62G09) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (15)

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Uses Software

• R
• randomForest
• bootstrap

Cites Work

• Unnamed Item
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• Greedy function approximation: A gradient boosting machine.
• Bagging predictors
• The jackknife estimate of variance
• Multivariate adaptive regression splines
• Random Forests and Adaptive Nearest Neighbors
• The elements of statistical learning. Data mining, inference, and prediction
• Random forests

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