MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY

DOI10.17654/TS057020143MaRDI QIDQ5036020zbMATH OpenFDO

Authors Silvia Figini, Pierpaolo Uberti, M.-L. Torrente

Publication date 23 February 2022

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.17654/TS057020143

zbMATH Keywords

model averagingmodel choicemodel selectionmodel uncertainty

Mathematics Subject Classification ID

General theory of mathematical modeling (00A71) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cites work

• A model-averaging approach for high-dimensional regression
• A weight-relaxed model averaging approach for high-dimensional generalized linear models
• Bagging predictors
• Bayesian Model Averaging: A Systematic Review and Conceptual Classification
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Combining Probability Forecasts
• Frequentist Model Average Estimators
• Frequentist model averaging estimation: a review
• Model averaging and weight choice in linear mixed-effects models
• Model selection principles in misspecified models
• Random forests
• Stable prediction in high-dimensional linear models
• Statistical modeling: The two cultures. (With comments and a rejoinder).
• The Opinion Pool

Cited in

(5)

• Representing Model Inadequacy: A Stochastic Operator Approach
• scientific article; zbMATH DE number 6512131 (Why is no real title available?)
• Toward robust early-warning models: a horse race, ensembles and model uncertainty
• Nested Models and Model Uncertainty
• MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY

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