A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts (Q3851484)
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scientific article; zbMATH DE number 3651624
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| English | A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts |
scientific article; zbMATH DE number 3651624 |
Statements
A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts (English)
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1977
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linear combination of forecasts
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Bayesian priors
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estimating minimum variance parameters
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simulation experiments
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