A common procedure when combining two multivariate unbiased estimates (or forecasts) is the covariance adjustment … technique (CAT). Here the optimal combination weights depend on the covariance structure of the estimators. In practical …

A common procedure when combining two multivariate unbiased estimates (or forecasts) is the covariance adjustment … technique (CAT). Here the optimal combination weights depend on the covariance structure of the estimators. In practical …

A common procedure when combining two multivariate unbiased estimates (or forecasts) is the covariance adjustment … technique (CAT). Here the optimal combination weights depend on the covariance structure of the estimators. In practical …