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Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage |
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| Abstract: | We provide a correction to Proposition 1 in Optimal and robust combination of forecasts via constrained optimization and shrinkage, published in the International Journal of Forecasting 38(1):97-116 (2021). This correction has no impact on any other result (neither theoretical nor empirical) provided in the above paper. |
| Keywords: | Forecast combination Model selection Machine learning Shrinkage Robust methods |
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