Stochastically optimal bootstrap sample size for shrinkage-type statistics.
Bei WeiStephen M. S. LeeXiyuan WuPublished in: Stat. Comput. (2016)
Keyphrases
- sample size
- confidence intervals
- worst case
- model selection
- hypothesis tests
- upper bound
- small sample size
- random sampling
- covariance matrix
- statistical tests
- progressive sampling
- experimental design
- statistical hypothesis testing
- number of training samples
- statistical power
- pac learning
- generalization error
- small sample
- cross validation
- random sample
- small samples
- random samples
- lower bound
- optimal solution
- data mining
- variance reduction
- regression model
- denoising
- active learning