LINEAR COMBINATION OF FORECASTS - A GENERAL BAYESIAN MODEL

被引：24

作者：

ANANDALINGAM, G ^{[1
]}

CHEN, L ^{[1
]}

机构：

[1] UNIV VIRGINIA,DEPT SYST ENGN,CHARLOTTESVILLE,VA 22903

来源：

JOURNAL OF FORECASTING | 1989年 / 8卷 / 03期

关键词：

D O I：

10.1002/for.3980080306

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：199 / 214

页数：16

共 24 条

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[6] LINEAR CONSTRAINTS AND THE EFFICIENCY OF COMBINED FORECASTS [J].

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DEGROOT M, 1970, APPLIED STATISTICAL

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FRENCH, S .

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[9] MODELING EXPERT JUDGMENTS FOR BAYESIAN UPDATING [J].

GENEST, C ;

SCHERVISH, MJ .

ANNALS OF STATISTICS, 1985, 13 (03) :1198-1212

[10]

Genest C., 1986, STAT SCI, V1, P114, DOI DOI 10.1214/SS/1177013825

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