Improving Reliability Estimation for Individual Numeric Predictions: A Machine Learning Approach
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DOI: 10.1287/ijoc.2020.1019
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References listed on IDEAS
- Bradley Efron, 2004. "The Estimation of Prediction Error: Covariance Penalties and Cross-Validation," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 619-632, January.
- Sebastian Briesemeister & Jörg Rahnenführer & Oliver Kohlbacher, 2012. "No Longer Confidential: Estimating the Confidence of Individual Regression Predictions," PLOS ONE, Public Library of Science, vol. 7(11), pages 1-9, November.
- David J. Hand & Keming Yu, 2001. "Idiot's Bayes—Not So Stupid After All?," International Statistical Review, International Statistical Institute, vol. 69(3), pages 385-398, December.
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- Xing, Jin & Chi, Guotai & Pan, Ancheng, 2024. "Instance-dependent misclassification cost-sensitive learning for default prediction," Research in International Business and Finance, Elsevier, vol. 69(C).
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Keywords
numeric prediction; reliability of individual predictions; machine learning;All these keywords.
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