"Bias-Variance Trade-Off and Shrinkage of Weights in Forecast Combination."

Sebastian M. Blanc, Thomas Setzer (2020)

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DOI: 10.1287/MNSC.2019.3476

access: closed

type: Journal Article

metadata version: 2020-12-17

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Sebastian M. Blanc, Thomas Setzer:
Bias-Variance Trade-Off and Shrinkage of Weights in Forecast Combination. Manag. Sci. 66(12): 5720-5737 (2020)

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