Combining Density and Interval Forecasts: A Modest Proposal
The finite mixture distribution is proposed as an appropriate statistical model for a combined density forecast. Its implications for measures of uncertainty and disagreement, and for combining interval forecasts, are described. Related proposals in the literature and applications to the U.S. Survey of Professional Forecasters are discussed. Copyright 2005 Blackwell Publishing Ltd.
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Volume (Year): 67 (2005)
Issue (Month): s1 (December)
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