Parametric and Nonparametric Frequentist Model Selection and Model Averaging
نویسندگان
چکیده
منابع مشابه
Nonparametric Bayesian model selection and averaging
Abstract: We consider nonparametric Bayesian estimation of a probability density p based on a random sample of size n from this density using a hierarchical prior. The prior consists, for instance, of prior weights on the regularity of the unknown density combined with priors that are appropriate given that the density has this regularity. More generally, the hierarchy consists of prior weights...
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ژورنال
عنوان ژورنال: Econometrics
سال: 2013
ISSN: 2225-1146
DOI: 10.3390/econometrics1020157