frequentistmodelaveragingestimationareview

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	frequentistmodelaveragingestimationareview
	Haiying WANG; Xinyu ZHANG; Guohua ZOU
	2009
发表期刊	journalofsystemsscienceandcomplexity
ISSN	1009-6124
卷号	22 期号:4 页码:732
摘要	In applications, the traditional estimation procedure generally begins with model selection. Once a specific model is selected, subsequent estimation is conducted under the selected model without consideration of the uncertainty from the selection process. This often leads to the underreporting of variability and too optimistic confidence sets. Model averaging estimation is an alternative to this procedure, which incorporates model uncertainty into the estimation process. In recent years, there has been a rising interest in model averaging from the frequentist perspective, and some important progresses have been made. In this paper, the theory and methods on frequentist model averaging estimation are surveyed. Some future research topics are also discussed.
语种	英语
资助项目	[National Natural Science Foundation of China]
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/47969
专题	系统科学研究所
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Haiying WANG,Xinyu ZHANG,Guohua ZOU. frequentistmodelaveragingestimationareview[J]. journalofsystemsscienceandcomplexity,2009,22(4):732.
APA	Haiying WANG,Xinyu ZHANG,&Guohua ZOU.(2009).frequentistmodelaveragingestimationareview.journalofsystemsscienceandcomplexity,22(4),732.
MLA	Haiying WANG,et al."frequentistmodelaveragingestimationareview".journalofsystemsscienceandcomplexity 22.4(2009):732.