On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates (Q6090580)
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scientific article; zbMATH DE number 7767727
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates |
scientific article; zbMATH DE number 7767727 |
Statements
On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates (English)
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17 November 2023
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density forecasts
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forecast combination
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survey forecasts
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shrinkage
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model selection
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regularization
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partially egalitarian LASSO
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model averaging
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subset averaging
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