Walker, S.G. and Gutierrez-Pena, E. and Muliere, P. (2001) A decision-theoretic approach to model averaging. Journal of the Royal Statistical Society, Series D, 50 (1). pp. 31-39. ISSN 0039-0526.
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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.
|Subjects:||Q Science > QA Mathematics (inc Computing science)|
|Divisions:||Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics|
|Depositing User:||Judith Broom|
|Date Deposited:||12 Oct 2008 00:23|
|Last Modified:||13 Mar 2012 10:09|
|Resource URI:||http://kar.kent.ac.uk/id/eprint/10550 (The current URI for this page, for reference purposes)|
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