Walker, Stephen G., Gutierrez-Pena, Eduardo, Muliere, Pietro (2001) A decision-theoretic approach to model averaging. Journal of the Royal Statistical Society: Series D (The Statistician), 50 (1). pp. 31-39. ISSN 0039-0526. (doi:10.1111/1467-9884.00258) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:10550)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: http://dx.doi.org/10.1111/1467-9884.00258 |
Abstract
A topic which is receiving much current attention is the problem of Bayesian model averaging. This paper introduces a decision theoretic approach to the selection of the mixing density in the exchangeable data case. This effectively chooses an optimal averaging of the models according to some well-defined criterion.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1111/1467-9884.00258 |
| Subjects: | Q Science > QA Mathematics (inc Computing science) |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Judith Broom |
| Date Deposited: | 12 Oct 2008 00:23 UTC |
| Last Modified: | 16 Nov 2021 09:49 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/10550 (The current URI for this page, for reference purposes) |
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