Combining different models
type: Item
instance of: scholarly article
title: Combining different models
zbMATH Open document ID: 1404.91250
author: L. C. G. Rogers
published in: Mathematics and Financial Economics
publication date: 2018-03-01T00:00:00Z
full work available at URL: https://www.repository.cam.ac.uk/handle/1810/266513
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6845620
zbMATH Keywords: model
zbMATH Keywords: combination
zbMATH Keywords: Bayes
zbMATH Keywords: entropy minimization
zbMATH Keywords: marginal
MaRDI profile type: Publication
OpenAlex ID: W2748739867
cites work: Optimal prediction pools
cites work: An overview of the estimation of large covariance and precision matrices
cites work: Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B
cites work: A short proof of the Doob-Meyer theorem
DOI: 10.1007/S11579-017-0198-8
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description: scientific article; zbMATH DE number 6845620