[Forum SIS] UNIBO Statistics Seminars

Silvia Cagnone silvia.cagnone a unibo.it
Ven 11 Maggio 2018 10:27:24 CEST


We are glad to announce the following  Statistics Seminar:


Thursday, May 17, 11.30 am

Room III, via delle Belle Arti 41, Bologna


Jan Magnus
(Free University of Amsterdam)


Model averaging and weighted-average least squares





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.



Contact person: Alessandra Luati


The schedule of the statistics seminars are available at http://www.stat.unibo.it/it/dipartimento/seminari-di-statistica-2018




Silvia Cagnone
Department of Statistical Sciences "Paolo Fortunati"
University of Bologna
Via delle Belle Arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098213  Fax: +39 051 232153
http://www2.stat.unibo.it/cagnone/

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