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Probabilistic forecast aggregation with statistical depth
DOI:10.1016/j.ejor.2025.06.028.png)
Abstract
En 中文
• Interval forecast aggregation methods proposed that use bivariate depth. • Functional depth used for aggregating forecasts of probability distributions. • Empirical results use forecasts from surveys of professional economic forecasters. • Encouraging results for depth when weighted by probabilistic forecast width.
Keywords:
Forecasting
Interval forecasts
Probability distribution forecasts
Forecast combining
Statistical depth
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6
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6.4W
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