Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation (Q1722724): Difference between revisions

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+A new look at the statistical model identification
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+Correcting the Optimal Resampling‐Based Error Rate by Estimating the Error Rate of Wrapper Algorithms
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+Random forests
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+THE COMPARISON OF PERCENTAGES IN MATCHED SAMPLES
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+Support-vector networks
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+Q4318617
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+Multiple comparisons in induction algorithms
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+Q5744797
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+Computational algorithms for double bootstrap confidence intervals
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+Estimating the dimension of a model
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+On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models
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+Q4864293
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+A bias correction for the minimum error rate in cross-validation
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+Q5312442
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