Prequential analysis of complex data with adaptive model reselection (Q4969698): Difference between revisions

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Latest revision as of 20:25, 23 July 2024

scientific article; zbMATH DE number 7260228
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English
Prequential analysis of complex data with adaptive model reselection
scientific article; zbMATH DE number 7260228

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    Prequential analysis of complex data with adaptive model reselection (English)
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    14 October 2020
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    model uncertainty
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    model selection
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    predictive optimality
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    prequential analysis
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    Bayes model averaging
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    stacking
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    complexity
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