Improvement over bayes prediction in small samples in the presence of model uncertainty
DOI10.2307/3315929zbMATH Open1061.62041OpenAlexW2096025889MaRDI QIDQ4664952FDOQ4664952
Authors: Hubert Wong, Bertrand S. Clarke 
Publication date: 9 April 2005
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5b7157f215b6e51187be3410e0ca5b33973d7d2c
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Cites Work
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
- Bayesian Model Averaging for Linear Regression Models
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
- On Testing the Validity of Sequential Probability Forecasts
- 10.1162/153244304773936090
- On efficient probability forecasting systems
Cited In (8)
- Dynamic latent class model averaging for online prediction
- Prequential analysis of complex data with adaptive model reselection
- Using stacking to average Bayesian predictive distributions (with discussion)
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- A characterization of consistency of model weights given partial information in normal linear models
- Prediction in several conventional contexts
- Likelihood tempering in dynamic model averaging
- Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion)
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