Model uncertainty first, not afterwards

DOI10.1214/16-STS559zbMath1442.62017OpenAlexW2575896871MaRDI QIDQ1790358

Nils Lid Hjort, Ingrid K. Glad

Publication date: 2 October 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ss/1484816573

zbMATH Keywords

envelopesKullback-Leibler distancemodel robustnesslocal neighbourhoods

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Foundations and philosophical topics in statistics (62A01) General considerations in statistical decision theory (62C05)

Cites Work

• Unnamed Item
• Confidence, Likelihood, Probability
• Model Selection and Model Averaging
• Frequentist Model Average Estimators

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