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High-dimensional bolstered error estimation

Motivation: In small-sample settings, bolstered error estimation has been shown to perform better than cross-validation and competitively with bootstrap with regard to various criteria. The key issue for bolstering performance is the variance setting for the bolstering kernel. Heretofore, this varia...

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Autors principals: Sima, Chao, Braga-Neto, Ulisses M., Dougherty, Edward R.
Format: Artigo
Idioma:Inglês
Publicat: Oxford University Press 2011
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC3198579/
https://ncbi.nlm.nih.gov/pubmed/21914630
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/bioinformatics/btr518
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