Combining forecast quantiles using quantile regression: investigating the derived weights, estimator bias and imposing constraints

Journal of Applied Statistics

Volumn 25, Issue 2, 1998, Pages 193-206

  Taylor, James W ^a   Bunn, Derek W ^a  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

REGRESSION; STATISTICAL ANALYSIS;

EID: 0031812453     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/02664769823188     Document Type: Article

References (21)

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