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RDP 2008-02: Combining Multivariate Density Forecasts Using Predictive Criteria
Equation (9)
w
k
=
p
(
y
k
)
p
(
M
k
)
∑
i
=
1
K
p
(
y
i
)
p
(
M
i
)
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaai4DamaaBa aaleaacaWGRbaabeaakiabg2da9maalaaabaGaamiCamaabmaabaac baGaa8xEamaaBaaaleaacaWGRbaabeaaaOGaayjkaiaawMcaaiaadc hadaqadaqaaiaad2eadaWgaaWcbaGaam4AaaqabaaakiaawIcacaGL PaaaaeaadaaeWaqaaiaadchadaqadaqaaiaa=LhadaWgaaWcbaGaam yAaaqabaaakiaawIcacaGLPaaacaWGWbWaaeWaaeaacaWGnbWaaSba aSqaaiaadMgaaeqaaaGccaGLOaGaayzkaaaaleaacaWGPbGaeyypa0 JaaGymaaqaaiaadUeaa0GaeyyeIuoaaaaaaa@50DB@