KMS Of Academy of mathematics and systems sciences, CAS
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. |
条目包含的文件 | 条目无相关文件。 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论