We provide a general Bayesian model for combining forecasts from experts (or forecasting models) who might be biased and correlated with each other. The combination procedure involves debiasing and then combining unbiased forecasts. We also provide a sequential method for learning about the forecast
Simultaneous Inference for Ratios of Linear Combinations of General Linear Model Parameters
β Scribed by David R. Hare; John D. Spurrier
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 156 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0323-3847
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