MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY

DOI10.17654/TS057020143zbMath1483.00033MaRDI QIDQ5036020

Pierpaolo Uberti, Silvia Figini, Maria-Laura Torrente

Publication date: 23 February 2022

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

zbMATH Keywords

model selectionmodel uncertaintymodel choicemodel averaging

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) General theory of mathematical modeling (00A71)

Cites Work

• Bagging predictors
• Frequentist model averaging estimation: a review
• A weight-relaxed model averaging approach for high-dimensional generalized linear models
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Statistical modeling: The two cultures. (With comments and a rejoinder).
• Stable prediction in high-dimensional linear models
• The Opinion Pool
• Frequentist Model Average Estimators
• Combining Probability Forecasts
• A Model-Averaging Approach for High-Dimensional Regression
• Model averaging and weight choice in linear mixed-effects models
• Model Selection Principles in Misspecified Models
• Random forests
• Bayesian Model Averaging: A Systematic Review and Conceptual Classification

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