Likelihood tempering in dynamic model averaging

DOI10.1007/978-3-319-54084-9_7MaRDI QIDQ5267857zbMATH OpenOpenAlexFDO

Authors Jan Reichl, Kamil Dedecius

Publication date 13 June 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-54084-9_7

zbMATH Keywords

predictionBayesian inferencesequential estimationmodel averagingmodel uncertaintytempered likelihood

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3597760 (Why is no real title available?)
• scientific article; zbMATH DE number 1494998 (Why is no real title available?)
• Approximating bayesian inference by weighted likelihood
• Asymptotic behavior of Bayes estimates under possibly incorrect models
• Bayesian Model Averaging for Linear Regression Models
• Dynamic logistic regression and dynamic model averaging for binary classification
• Dynamic prediction pools: an investigation of financial frictions and forecasting performance
• Finite mixture and Markov switching models.
• Parameter tracking with partial forgetting method
• Statistical analysis of finite mixture distributions

Cited in

(1)

• Dynamic latent class model averaging for online prediction

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