Willi Sauerbrei, The Use of Resampling Methods to Simplify Regression Models in Medical Statistics, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 48, No. 3 (1999), pp.

Principal Components Regression Like the SIMPLS method, principal components regression (PCR) defines all the scores in terms of the original (centered and scaled) predictors X. However, unlike both ...

This article considers high-dimensional regression problems in which the number of predictors p exceeds the sample size n. We develop a model-averaging procedure for high-dimensional regression ...

Their method is named as the random-asset-stabilized combinatorially symmetric cross-validation methodology. Maggiolo and Szehr compare a variety of neural network strategies with classical extensions ...

A machine learning model bests traditional methods for predicting cirrhosis mortality among hospitalized patients.

Investigating systemic risk, the authors build an interbank network based on tail dependence and suggest typical network ...