4 citations · 4 across the 2 of their papers we have counts for
2 papers
stat.ME2025
Regularisation of CART trees by summation of -values
Nils Engler, Mathias Lindholm, Filip Lindskog +1
The standard procedure to decide on the complexity of a CART regression tree is to use cross-validation with the aim of obtaining a predictor that generalises well to unseen data.…
q-fin.RM2023★ 4 cited
Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting
Nils Engler, Filip Lindskog
The distribution-free chain ladder of Mack justified the use of the chain ladder predictor and enabled Mack to derive an estimator of conditional mean squared error of prediction f…