Estimating and Correcting the Effects of Model Selection Uncertainty

Estimating and Correcting the Effects of Model Selection Uncertainty

Bibliographic Details
Main Author: Nguefack Tsague, Georges Lucioni Edison
Other Authors: Zucchini, Walter Prof. Dr.
Format: Doctoral Thesis
Language:English
Published: 2013
Subjects:
310 Statistik
LCB 020
Economics and Management Science
Modellauswahl
Modellunsicherheit
Modellauswahlwahrscheinlichkeit
Post-model-selection Schätzung
Schlussfolgerung
Bayesianische Modellmittelung (BMA)
frequentistische Modellmittelung
Akaike-Gewichte
Bootstrap.
Model selection
Model uncertainty
Model selection probability
Post-model-selection estimation
Inference
Bayesian model averaging
Frequentist model averaging
Akaike weights
83.03
Online Access:http://hdl.handle.net/11858/00-1735-0000-000D-F274-8
http://nbn-resolving.de/urn:nbn:de:gbv:7-webdoc-699-5

Internet

http://hdl.handle.net/11858/00-1735-0000-000D-F274-8
http://nbn-resolving.de/urn:nbn:de:gbv:7-webdoc-699-5

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