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

DOI10.1080/02664760600744330zbMath1119.62325OpenAlexW2071046655MaRDI QIDQ3592638

Jack C. Lee, Kurt S. H. Shao, Kuo-Yuan Liang

Publication date: 13 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760600744330

zbMATH Keywords

critical valuescombining weightserror-variance minimizing criterioninverted F-variatesPearson type I approximation

Mathematics Subject Classification ID

Parametric inference (62F99)

Cites Work

• Unnamed Item
• On the distribution of linear functions of independent \(F\) and \(U\) variates
• Sensitivity of Weights in Combining Forecasts

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