Simple robust averages of forecasts: Some empirical results

作者: Victor Richmond R. Jose , Robert L. Winkler

DOI: 10.1016/J.IJFORECAST.2007.06.001

关键词:

摘要: … means for i ≤ 2 and the Winsorized means for 2 ≤ i ≤ 5 have smaller errors than the mean … better, trimming or Winsorizing, we have a slight preference for Winsorizing, but believe that …

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