Prequential analysis of complex data with adaptive model reselection (Q4969698)
From MaRDI portal
scientific article; zbMATH DE number 7260228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prequential analysis of complex data with adaptive model reselection |
scientific article; zbMATH DE number 7260228 |
Statements
Prequential analysis of complex data with adaptive model reselection (English)
0 references
14 October 2020
0 references
model uncertainty
0 references
model selection
0 references
predictive optimality
0 references
prequential analysis
0 references
Bayes model averaging
0 references
stacking
0 references
complexity
0 references
