Prequential analysis of complex data with adaptive model reselection (Q4969698): Difference between revisions
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Revision as of 20:50, 28 February 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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