Model averaging Accurate prediction 1 Asymptotic optimality 1 Bayesian fusion 1 Bayesian networks 1 Chernoff fusion 1 Clustering algorithms 1 Computer Simulation 1 Conditional predictive ability 1 Corresponding weights 1 Covariance intersection 1 Cross-validation 1 Data Analysis 1 Data handling 1 Forecasting 1 Forecasting combination 1 Gaussian distribution 1 Heterogeneous autoregression 1 High dimensional data 1 High-dimensional models 1 High-dimensional regression 1 High-dimensional regressions 1 Holder mean 1 Hölder mean 1 Inflation forecasts 1 Information fusion 1 Jackknife 1 Kullback Leibler divergence 1 Kullback-Leibler divergence 1 Linear Gaussian model 1