Incontro Statistics seminar 2018: Model averaging and weighted-average least squares

Name: Statistics seminar 2018: Model averaging and weighted-average least squares
Start: 2018-05-17T11:30:00
End: 2018-05-17T13:30:00

17 maggio 2018

11:30 - 13:30
In presenza : Dipartimento di Scienze Statistiche - Via Belle Arti 41 - Aula III
In italiano

Programma

Relatore
Jan Magnus
Free University of Amsterdam

Abstract
Model averaging has become a popular method of estimation, following increasing evidence that model selection and estimation should be treated as one joint procedure. Weighted-average least squares (WALS) is a recent model-average approach, which takes an intermediate position between frequentist and Bayesian methods, allows a credible treatment of ignorance, and is extremely fast to compute. We review the theory of WALS and discuss extensions and applications.

Organizzazione
Alessandra Luati