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Optimal merging of sorted data under the mean absolute error criterion

✍ Scribed by Don M. Raymond; Moustafa M. Fahmy


Book ID
113211954
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
496 KB
Volume
18
Category
Article
ISSN
0045-7906

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On the sign of the optimal combining wei
✍ Kuo-Yuan Liang πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 280 KB πŸ‘ 1 views

Building on the well-known measure of the optimal combining weights under the error-variance minimizing criterion, this note has extended the sign-determination rule to the case of combining more than two competing forecasts. The algebraic rule derived provides a quick way to check the sign of each