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RDP 2008-02: Combining Multivariate Density Forecasts Using Predictive Criteria
Equation (11)
w
k
,
h
=
P
L
k
,
h
p
(
M
k
)
∑
i
=
1
K
P
L
i
,
h
p
(
M
i
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.
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaai4DamaaBa aaleaacaWGRbGaaiilaiaadIgaaeqaaOGaeyypa0ZaaSaaaeaaieaa caWFqbGaa8htamaaBaaaleaacaWGRbGaaiilaiaadIgaaeqaaOGaam iCamaabmaabaGaamytamaaBaaaleaacaWGRbaabeaaaOGaayjkaiaa wMcaaaqaamaaqadabaGaa8huaiaa=XeadaWgaaWcbaGaamyAaiaacY cacaWGObaabeaakiaadchadaqadaqaaiaad2eadaWgaaWcbaGaamyA aaqabaaakiaawIcacaGLPaaaaSqaaiaadMgacqGH9aqpcaaIXaaaba Gaam4saaqdcqGHris5aaaakiaac6caaaa@52BA@