Robust forecast combinations (Q738116)

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Language	Label	Description	Also known as
English	Robust forecast combinations	scientific article

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scholarly article

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Robust forecast combinations (English)

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Journal of Econometrics

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publication date

15 August 2016

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2011.09.035

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Risk bounds for model selection via penalization

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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

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Aggregation for Gaussian regression

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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

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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

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Least-squares forecast averaging

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Sequential prediction of individual sequences under general loss functions

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Pooling of forecasts

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Robust Statistics

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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

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Learning Theory and Kernel Machines

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A game of prediction with expert advice

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Adaptive Regression by Mixing

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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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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2011.09.035

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:738116

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