Improvement over bayes prediction in small samples in the presence of model uncertainty

DOI10.2307/3315929zbMath1061.62041OpenAlexW2096025889MaRDI QIDQ4664952

Hubert Wong, Bertrand S. Clarke

Publication date: 9 April 2005

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5b7157f215b6e51187be3410e0ca5b33973d7d2c

zbMATH Keywords

forecastingmodel averagingmongrel risk

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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Cites Work

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• On Testing the Validity of Sequential Probability Forecasts
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• 10.1162/153244304773936090
• On efficient probability forecasting systems