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.
| The full text of this publication is not available from this repository. (Contact us about this Publication) | |
| 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 |
|---|---|
| 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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