Skip to content
RDP 2008-02: Combining Multivariate Density Forecasts Using Predictive Criteria
Equation (10)
P
L
k
,
h
=
p
(
z
k
,
h
h
o
l
d
−
o
u
t
|
y
k
t
r
a
i
n
i
n
g
)
=
∏
t
=
l
T
−
h
p
^
(
z
k
,
t
+
h
|
y
k
,
t
)
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiiuaiaacY eadaWgaaWcbaGaam4AaiaacYcacaWGObaabeaakiabg2da9iaadcha daqadaqaaGqaaiaa=PhadaqhaaWcbaGaam4AaiaacYcacaWGObaaba GaamiAaiaad+gacaWGSbGaamizaiabgkHiTiaad+gacaWG1bGaamiD aaaakmaaeeaabaGaa8xEamaaDaaaleaacaWGRbaabaGaamiDaiaadg gacaWGYbGaamyAaiaad6gacaWGPbGaamOBaiaadEgaaaaakiaawEa7 aaGaayjkaiaawMcaaiabg2da9maarahabaGabmiCayaajaWaaeWaae aacaWG6bWaaSbaaSqaaiaadUgacaGGSaGaamiDaiabgUcaRiaadIga aeqaaOWaaqqaaeaacaWF5bWaaSbaaSqaaiaadUgacaGGSaGaamiDaa qabaaakiaawEa7aaGaayjkaiaawMcaaaWcbaGaamiDaiabg2da9iaa dYgaaeaacaWGubaccaGae4NeI0IaamiAaaqdcqGHpis1aaaa@6AD5@