Forecasting with model uncertainty: representations and risk reduction (Q4612508)
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scientific article; zbMATH DE number 7009639
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| default for all languages | No label defined |
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| English | Forecasting with model uncertainty: representations and risk reduction |
scientific article; zbMATH DE number 7009639 |
Statements
Forecasting With Model Uncertainty: Representations and Risk Reduction (English)
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31 January 2019
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model choice
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out-of-sample
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bagging
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shrinkage
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Rao-Blackwell theorem
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Akaike information criterion
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0.7549251914024353
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0.742717981338501
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0.7340546250343323
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0.7181763052940369
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0.7137575149536133
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