结合密度预测与区间预测:一个适度的提议

Combining Density and Interval Forecasts: A Modest Proposal*

Oxford Bulletin of Economics and Statistics · 2005
被引 157
人大 AABS 3

中文导读

提出用有限混合分布作为组合密度预测的统计模型,并说明其对不确定性、分歧度量及区间预测组合的意义,结合美国专业预测者调查数据讨论。

Abstract

Abstract 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.

密度预测组合区间预测组合有限混合分布预测不确定性