RDP 2008-02: Combining Multivariate Density Forecasts Using Predictive Criteria Equation (10)

P L k , h = p ( z k , h h o l d o u t | y k t r a i n i n g ) = t = l T h p ^ ( z k , t + h | y k , t ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiiuaiaacY eadaWgaaWcbaGaam4AaiaacYcacaWGObaabeaakiabg2da9iaadcha daqadaqaaGqaaiaa=PhadaqhaaWcbaGaam4AaiaacYcacaWGObaaba GaamiAaiaad+gacaWGSbGaamizaiabgkHiTiaad+gacaWG1bGaamiD aaaakmaaeeaabaGaa8xEamaaDaaaleaacaWGRbaabaGaamiDaiaadg gacaWGYbGaamyAaiaad6gacaWGPbGaamOBaiaadEgaaaaakiaawEa7 aaGaayjkaiaawMcaaiabg2da9maarahabaGabmiCayaajaWaaeWaae aacaWG6bWaaSbaaSqaaiaadUgacaGGSaGaamiDaiabgUcaRiaadIga aeqaaOWaaqqaaeaacaWF5bWaaSbaaSqaaiaadUgacaGGSaGaamiDaa qabaaakiaawEa7aaGaayjkaiaawMcaaaWcbaGaamiDaiabg2da9iaa dYgaaeaacaWGubaccaGae4NeI0IaamiAaaqdcqGHpis1aaaa@6AD5@