Matches in SemOpenAlex for { <https://semopenalex.org/work/W2951532924> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2951532924 abstract "Forecast combination has been proven to be a very important technique to obtain accurate predictions. In many applications, forecast errors exhibit heavy tail behaviors for various reasons. Unfortunately, to our knowledge, little has been done to deal with forecast combination for such situations. The familiar forecast combination methods such as simple average, least squares regression, or those based on variance-covariance of the forecasts, may perform very poorly. In this paper, we propose two nonparametric forecast combination methods to address the problem. One is specially proposed for the situations that the forecast errors are strongly believed to have heavy tails that can be modeled by a scaled Student's t-distribution; the other is designed for relatively more general situations when there is a lack of strong or consistent evidence on the tail behaviors of the forecast errors due to shortage of data and/or evolving data generating process. Adaptive risk bounds of both methods are developed. Simulations and a real example show superior performance of the new methods." @default.
- W2951532924 created "2019-06-27" @default.
- W2951532924 creator A5015458882 @default.
- W2951532924 creator A5019415245 @default.
- W2951532924 creator A5024217675 @default.
- W2951532924 date "2015-08-26" @default.
- W2951532924 modified "2023-10-16" @default.
- W2951532924 title "Forecast Combination Under Heavy-Tailed Errors" @default.
- W2951532924 cites W1561852658 @default.
- W2951532924 cites W1856341315 @default.
- W2951532924 cites W1986528915 @default.
- W2951532924 cites W1987896546 @default.
- W2951532924 cites W1996063690 @default.
- W2951532924 cites W2014115301 @default.
- W2951532924 cites W2017034551 @default.
- W2951532924 cites W2028147019 @default.
- W2951532924 cites W2036870214 @default.
- W2951532924 cites W2048665112 @default.
- W2951532924 cites W2055301467 @default.
- W2951532924 cites W2091771614 @default.
- W2951532924 cites W2093780163 @default.
- W2951532924 cites W2120312091 @default.
- W2951532924 cites W2145223957 @default.
- W2951532924 cites W2185063266 @default.
- W2951532924 cites W3124780119 @default.
- W2951532924 cites W3147070131 @default.
- W2951532924 cites W616969809 @default.
- W2951532924 cites W1993387039 @default.
- W2951532924 doi "https://doi.org/10.48550/arxiv.1508.06359" @default.
- W2951532924 hasPublicationYear "2015" @default.
- W2951532924 type Work @default.
- W2951532924 sameAs 2951532924 @default.
- W2951532924 citedByCount "0" @default.
- W2951532924 crossrefType "posted-content" @default.
- W2951532924 hasAuthorship W2951532924A5015458882 @default.
- W2951532924 hasAuthorship W2951532924A5019415245 @default.
- W2951532924 hasAuthorship W2951532924A5024217675 @default.
- W2951532924 hasBestOaLocation W29515329241 @default.
- W2951532924 hasConcept C102366305 @default.
- W2951532924 hasConcept C105795698 @default.
- W2951532924 hasConcept C111472728 @default.
- W2951532924 hasConcept C111919701 @default.
- W2951532924 hasConcept C121955636 @default.
- W2951532924 hasConcept C124101348 @default.
- W2951532924 hasConcept C138885662 @default.
- W2951532924 hasConcept C149782125 @default.
- W2951532924 hasConcept C162324750 @default.
- W2951532924 hasConcept C170061395 @default.
- W2951532924 hasConcept C174303752 @default.
- W2951532924 hasConcept C178650346 @default.
- W2951532924 hasConcept C196083921 @default.
- W2951532924 hasConcept C2780586882 @default.
- W2951532924 hasConcept C33923547 @default.
- W2951532924 hasConcept C41008148 @default.
- W2951532924 hasConcept C98045186 @default.
- W2951532924 hasConceptScore W2951532924C102366305 @default.
- W2951532924 hasConceptScore W2951532924C105795698 @default.
- W2951532924 hasConceptScore W2951532924C111472728 @default.
- W2951532924 hasConceptScore W2951532924C111919701 @default.
- W2951532924 hasConceptScore W2951532924C121955636 @default.
- W2951532924 hasConceptScore W2951532924C124101348 @default.
- W2951532924 hasConceptScore W2951532924C138885662 @default.
- W2951532924 hasConceptScore W2951532924C149782125 @default.
- W2951532924 hasConceptScore W2951532924C162324750 @default.
- W2951532924 hasConceptScore W2951532924C170061395 @default.
- W2951532924 hasConceptScore W2951532924C174303752 @default.
- W2951532924 hasConceptScore W2951532924C178650346 @default.
- W2951532924 hasConceptScore W2951532924C196083921 @default.
- W2951532924 hasConceptScore W2951532924C2780586882 @default.
- W2951532924 hasConceptScore W2951532924C33923547 @default.
- W2951532924 hasConceptScore W2951532924C41008148 @default.
- W2951532924 hasConceptScore W2951532924C98045186 @default.
- W2951532924 hasLocation W29515329241 @default.
- W2951532924 hasLocation W29515329242 @default.
- W2951532924 hasOpenAccess W2951532924 @default.
- W2951532924 hasPrimaryLocation W29515329241 @default.
- W2951532924 hasRelatedWork W1980083556 @default.
- W2951532924 hasRelatedWork W2057271217 @default.
- W2951532924 hasRelatedWork W2076571294 @default.
- W2951532924 hasRelatedWork W2147726445 @default.
- W2951532924 hasRelatedWork W2157763853 @default.
- W2951532924 hasRelatedWork W2165602847 @default.
- W2951532924 hasRelatedWork W2297637960 @default.
- W2951532924 hasRelatedWork W2300617551 @default.
- W2951532924 hasRelatedWork W3123858704 @default.
- W2951532924 hasRelatedWork W2553870394 @default.
- W2951532924 isParatext "false" @default.
- W2951532924 isRetracted "false" @default.
- W2951532924 magId "2951532924" @default.
- W2951532924 workType "article" @default.