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Linear-Combination of Forecasts: A Reply

✍ Scribed by Derek W. Bunn

Book ID
125577899
Publisher
Palgrave Publishers Ltd.
Year
1981
Tongue
English
Weight
77 KB
Volume
32
Category
Article
ISSN
0160-5682

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πŸ“œ SIMILAR VOLUMES

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## Abstract A general Bayesian approach to combining __n__ expert forecasts is developed. Under some moderate assumptions on the distributions of the expert errors, it leads to a consistent, monotonic, quasi‐linear average formula. This generalizes Bordley's results.

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