Robust forecast combinations (Q738116): Difference between revisions

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-.1016/j.jeconom.2011.09.035
@@ Property / DOI: 10.1016/j.jeconom.2011.09.035 / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.jeconom.2011.09.035
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+W2093780163
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+Risk bounds for model selection via penalization
@@ Property / cites work: Risk bounds for model selection via penalization / rank @@
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+Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
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+Model Selection: An Integral Part of Inference
@@ Property / cites work: Model Selection: An Integral Part of Inference / rank @@
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+Aggregation for Gaussian regression
@@ Property / cites work: Aggregation for Gaussian regression / rank @@
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+Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.
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+Prediction, Learning, and Games
@@ Property / cites work: Prediction, Learning, and Games / rank @@
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+Time Series Models for Forecasting: Testing or Combining?
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+Optimal forecast combinations under general loss functions and forecast error distributions
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+Qualitative threshold ARCH models
@@ Property / cites work: Qualitative threshold ARCH models / rank @@
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+Least-squares forecast averaging
@@ Property / cites work: Least-squares forecast averaging / rank @@
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+Sequential prediction of individual sequences under general loss functions
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+Pooling of forecasts
@@ Property / cites work: Pooling of forecasts / rank @@
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+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
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+Functional aggregation for nonparametric regression.
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+Bagging binary and quantile predictors for time series
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+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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+Selection of estimation window in the presence of breaks
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+Online forecast combinations of distributions: worst case bounds
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+RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA
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+Handbook of economic forecasting. Volume 1
@@ Property / cites work: Handbook of economic forecasting. Volume 1 / rank @@
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+Learning Theory and Kernel Machines
@@ Property / cites work: Learning Theory and Kernel Machines / rank @@
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+A game of prediction with expert advice
@@ Property / cites work: A game of prediction with expert advice / rank @@
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+Adaptive Regression by Mixing
@@ Property / cites work: Adaptive Regression by Mixing / rank @@
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+COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
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+Aggregating regression procedures to improve performance
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+Bayesian Estimation and Prediction Using Asymmetric Loss Functions
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@@ Property / DOI @@
+.1016/J.JECONOM.2011.09.035
@@ Property / DOI: 10.1016/J.JECONOM.2011.09.035 / rank @@
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