Forecasting With Model Uncertainty: Representations and Risk Reduction (Q4612508)
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scientific article; zbMATH DE number 7009639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting With Model Uncertainty: Representations and Risk Reduction |
scientific article; zbMATH DE number 7009639 |
Statements
Forecasting With Model Uncertainty: Representations and Risk Reduction (English)
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31 January 2019
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model choice
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out-of-sample
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bagging
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shrinkage
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Rao-Blackwell theorem
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Akaike information criterion
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