Bayesian model averaging of possibly similar nonparametric densities

DOI10.1007/S00180-016-0700-4MaRDI QIDQ2358922zbMATH OpenOpenAlexFDO

Authors Alan P. Ker, Yong Liu

Publication date 27 June 2017

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-016-0700-4

zbMATH Keywords

borrowing informationnonparametric density estimationsmall sample estimator

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Bayesian inference (62F15) Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(8)

• Maximum likelihood Bayesian averaging of uncertain model predictions
• Using stacking to average Bayesian predictive distributions (with discussion)
• Two generalized nonparametric methods for estimating like densities
• Empirical Bayes nonparametric kernel density estimation
• Nonparametric estimation of possibly similar densities
• Twofold Structure of Duality in Bayesian Model Averaging
• scientific article; zbMATH DE number 2222815 (Why is no real title available?)
• Bayesian averaging, prediction and nonnested model selection

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