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Volumn 50, Issue 1, 2001, Pages 31-39

A decision theoretic approach to model averaging

Author keywords

Dirichlet process; Logarithmic score; Predictive density

Indexed keywords


EID: 0039888336     PISSN: 00390526     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9884.00258     Document Type: Article
Times cited : (7)

References (10)
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    • Bayesian model averaging and model search strategies
    • eds J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford: Oxford University Press
    • Clyde, M. (1999) Bayesian model averaging and model search strategies. In Bayesian Statistics 6 (eds J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith), pp. 157-185. Oxford: Oxford University Press.
    • (1999) Bayesian Statistics 6 , vol.6 , pp. 157-185
    • Clyde, M.1
  • 2
    • 0002276308 scopus 로고
    • Assessment and propagation of model uncertainty
    • with discussion
    • Draper, D. (1995) Assessment and propagation of model uncertainty (with discussion). J. R. Statist. Soc. B, 57, 45-97.
    • (1995) J. R. Statist. Soc. B , vol.57 , pp. 45-97
    • Draper, D.1
  • 3
    • 0001120413 scopus 로고
    • A Bayesian analysis of some nonparametric problems
    • Ferguson, T. S. (1973) A Bayesian analysis of some nonparametric problems. Ann. Statist., 1, 209-230.
    • (1973) Ann. Statist. , vol.1 , pp. 209-230
    • Ferguson, T.S.1
  • 4
    • 0000558731 scopus 로고
    • Rational decisions
    • Good, I. (1952) Rational decisions. J. R. Statist. Soc. B, 14, 107-114.
    • (1952) J. R. Statist. Soc. B , vol.14 , pp. 107-114
    • Good, I.1
  • 5
    • 24844475096 scopus 로고    scopus 로고
    • A Bayesian predictive approach to model selection
    • to be published
    • Gutiérrez-Peña, E. and Walker, S. G. (2000) A Bayesian predictive approach to model selection. J. Statist. Planng Inf., to be published.
    • (2000) J. Statist. Planng Inf.
    • Gutiérrez-Peña, E.1    Walker, S.G.2
  • 6
    • 0000525359 scopus 로고
    • The geometry of mixture likelihoods: A general theory
    • Lindsay, B. G. (1983) The geometry of mixture likelihoods: a general theory. Ann. Statist., 11, 86-94.
    • (1983) Ann. Statist. , vol.11 , pp. 86-94
    • Lindsay, B.G.1
  • 7
    • 84950945692 scopus 로고
    • Model selection and accounting for model uncertainty in graphical models using Occam's window
    • Madigan, D. M. and Raftery, A. E. (1994) Model selection and accounting for model uncertainty in graphical models using Occam's window. J. Am. Statist. Ass., 89 1535-1546.
    • (1994) J. Am. Statist. Ass. , vol.89 , pp. 1535-1546
    • Madigan, D.M.1    Raftery, A.E.2
  • 8
    • 0001700822 scopus 로고
    • A maximum likelihood estimation method for random coefficient regression models
    • Mallet, A. (1986) A maximum likelihood estimation method for random coefficient regression models. Biometrika, 73, 645-656.
    • (1986) Biometrika , vol.73 , pp. 645-656
    • Mallet, A.1
  • 9
    • 84946632766 scopus 로고
    • Theoretical explanation of observed decreasing failure rate
    • Proschan, F. (1963) Theoretical explanation of observed decreasing failure rate. Technometrics, 5, 375-383.
    • (1963) Technometrics , vol.5 , pp. 375-383
    • Proschan, F.1
  • 10
    • 0001348541 scopus 로고    scopus 로고
    • Accounting for model uncertainty in survival analysis improves predictive performance
    • eds J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford: Oxford University Press
    • Raftery, A. E., Madigan, D. M. and Volinsky, C. T. (1996) Accounting for model uncertainty in survival analysis improves predictive performance. In Bayesian Statistics 5 (eds J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith), pp. 323-350. Oxford: Oxford University Press.
    • (1996) Bayesian Statistics 5 , vol.5 , pp. 323-350
    • Raftery, A.E.1    Madigan, D.M.2    Volinsky, C.T.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.