A decision-theoretic approach to model averaging

Walker, Stephen G. and Gutierrez-Pena, Eduardo and 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. (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)

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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: 15 Jul 2014 13:22
Resource URI: https://kar.kent.ac.uk/id/eprint/10550 (The current URI for this page, for reference purposes)
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