On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts
Year of publication: |
2006
|
---|---|
Authors: | Liang, Kuo-Yuan ; Lee, Jack ; Shao, Kurt |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 33.2006, 9, p. 961-973
|
Publisher: |
Taylor & Francis Journals |
Subject: | Combining weights | critical values | error-variance minimizing criterion | inverted F-variates | Pearson Type I approximation |
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