Bias-variance trade-off and shrinkage of weights in forecast combination
Sebastian M. Blanc, Thomas Setzer
| Year of publication: |
2020
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|---|---|
| Authors: | Blanc, Sebastian M. ; Setzer, Thomas |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 12, p. 5720-5737
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| Subject: | forecast combination | bias-variance trade-off | equal weights | optimal weights | optimal shrinkage | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3476 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012391413