Bias-variance trade-off for prequential model list selection (Q657069)

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Bias-variance trade-off for prequential model list selection
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    title
    Bias-variance trade-off for prequential model list selection (English)
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    author
    Ernest Fokoué
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    Bertrand S. Clarke
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    publication date
    13 January 2012
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    Mathematics Subject Classification ID
    62H12
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    62J05
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    62L12
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    62F15
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    zbMATH DE Number
    5997698
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    zbMATH Keywords
    online prediction
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    Bayes model averaging
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    model list selection
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