conditional and mixture densities as view generators. We use entropy pooling to re-weight the historical distribution to derive …

We propose probability and density forecast combination methods that are defined using the entropy regularized … how the entropy regularization can improve the quality of predictive density relative to its unregularized counterpart …

quantile (QU) function, moment (MOs), incomplete MOs, conditional MOs, MO-generating function, and entropy. Based on simple … random sampling (SiRS) and ranked set sampling (RaSS), the model parameters are estimated via the maximum likelihood (MLL …