Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wenzel, Thomas | de |
dc.date.accessioned | 2004-12-06T18:38:12Z | - |
dc.date.available | 2004-12-06T18:38:12Z | - |
dc.date.issued | 1998 | de |
dc.identifier.uri | http://hdl.handle.net/2003/4830 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-5406 | - |
dc.description.abstract | We use the Pitman-closeness criterion to evaluate the performance of multivariate forecasting methods and we also calculate optimal matrices of weights for the linear combination of multivariate forecasts. These weights are identical with the optimal weights under the matrix-MSE criterion. | en |
dc.format.extent | 265223 bytes | - |
dc.format.extent | 63666 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/postscript | - |
dc.language.iso | en | de |
dc.publisher | Universitätsbibliothek Dortmund | de |
dc.subject | combination of forecasts | en |
dc.subject | multivariate forecasting methods | en |
dc.subject | Pitman-closeness | en |
dc.subject.ddc | 310 | de |
dc.title | Pitman-closeness and the linear combination of multivariate forecasts | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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98_34.pdf | DNB | 62.17 kB | Adobe PDF | View/Open |
tr34-98.ps | 259.01 kB | Postscript | View/Open |
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This item is protected by original copyright
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