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On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts - MaRDI portal

On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts (Q3592638)

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On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts
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    On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts (English)
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    13 September 2007
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    combining weights
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    critical values
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    error-variance minimizing criterion
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    inverted F-variates
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    Pearson type I approximation
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