Combining forecasts in the presence of ambiguity over correlation structures
type: Item
instance of: scholarly article
title: Combining forecasts in the presence of ambiguity over correlation structures
zbMATH Open document ID: 1481.91065
author: Gilat Levy
author: Ronny Razin
published in: Journal of Economic Theory
publication date: 2022-01-18T00:00:00Z
Mathematics Subject Classification ID: 91B06
zbMATH DE Number: 7458524
zbMATH Keywords: correlation neglect
zbMATH Keywords: ambiguity
zbMATH Keywords: point-wise mutual information
MaRDI profile type: Publication
full work available at URL: j.jet.2020.105075
OpenAlex ID: W3034237903
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DOI: 10.1016/J.JET.2020.105075
description: scientific article; zbMATH DE number 7458524