Sensitivity of Weights in Combining Forecasts

DOI10.1287/opre.40.3.609zbMath0850.62694OpenAlexW2140189700MaRDI QIDQ4017092

Robert T. Clemen, Robert L. Winkler

Publication date: 16 January 1993

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.40.3.609

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (7)

Forecasting with temporal hierarchies ⋮ On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts ⋮ Inferring probability densities from expert opinion ⋮ Aggregating Large Sets of Probabilistic Forecasts by Weighted Coherent Adjustment ⋮ Fiducial inference in combining expert judgements ⋮ Combining ranked mean value forecasts ⋮ Combining Interval Time Series Forecasts. A First Step in a Long Way (Research Agenda)

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