Linear Hybrid Shrinkage of Weights for Forecast Selection and Combination

published

Abstract

No abstract available.

Cite this paper

@article{schulz2022,
  title = {Linear Hybrid Shrinkage of Weights for Forecast Selection and Combination},
  author = {Felix Schulz and Thomas Setzer and Nathalie Balla},
  journal = {HICSS},
  year = {2022},
  month = {Jan},
}