My book on model averaging can be found here, and this is my favourite review:

“This book provides both an extensive coverage of the literature on model averaging, and an exceptionally clear exposition of the key ideas, illuminated by well chosen worked examples. At the same time it is concise and to the point while offering sound advice on practicalities… I found the book a very clear read and learned a good deal from it. Statistics could do with more books of this sort.”

Professor Simon Wood, School of Mathematics, University of Edinburgh

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