Prequential analysis of complex data with adaptive model reselection
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Publication:4969698
DOI10.1002/sam.10052OpenAlexW3083718907WikidataQ33628701 ScholiaQ33628701MaRDI QIDQ4969698
Jennifer Lynn Clarke, Bertrand S. Clarke
Publication date: 14 October 2020
Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2898163
complexitymodel selectionmodel uncertaintystackingBayes model averagingprequential analysispredictive optimality
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