A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts (Q3851484)

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A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts
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    A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts (English)
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    1977
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    linear combination of forecasts
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    Bayesian priors
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    estimating minimum variance parameters
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    simulation experiments
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