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  • Search: subject:"error-variance minimizing criterion"
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Combining weights 1 Pearson Type I approximation 1 critical values 1 error-variance minimizing criterion 1 inverted F-variates 1
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Lee, Jack 1 Liang, Kuo-Yuan 1 Shao, Kurt 1
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Journal of Applied Statistics 1
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On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts
Liang, Kuo-Yuan; Lee, Jack; Shao, Kurt - In: Journal of Applied Statistics 33 (2006) 9, pp. 961-973
This paper establishes a sampling theory for an inverted linear combination of two dependent F-variates. It is found that the random variable is approximately expressible in terms of a mixture of weighted beta distributions. Operational results, including rth-order raw moments and critical...
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