GENERALIZED RANDOM FORESTS
GENERALIZED RANDOM FORESTS
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Author / Creator
Publisher
Hayward: Institute of Mathematical Statistics
Journal title
Language
English
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Publisher
Hayward: Institute of Mathematical Statistics
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Contents
We propose generalized random forests, a method for nonparametric statistical estimation based on random forests (Breiman [Mach. Learn. 45 (2001) 5–32]) that can be used to fit any quantity of interest identified as the solution to a set of local moment equations. Following the literature on local maximum likelihood estimation, our method considers...
Alternative Titles
Full title
GENERALIZED RANDOM FORESTS
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_journals_2202753121
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2202753121
Other Identifiers
ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/18-AOS1709
