Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wenzel, Thomas | de |
dc.date.accessioned | 2004-12-06T18:40:25Z | - |
dc.date.available | 2004-12-06T18:40:25Z | - |
dc.date.issued | 1999 | de |
dc.identifier.uri | http://hdl.handle.net/2003/4954 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15092 | - |
dc.description.abstract | We specify the Pitman-closeness criterion for the evaluation of multivariate forecasts in three categories. This is done closely to the definition of covariance adjustment techniques analysed in other articles. We also apply the Pitman-closeness techniques to an example dealing with German economic data. | en |
dc.format.extent | 224681 bytes | - |
dc.format.extent | 44014 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/postscript | - |
dc.language.iso | en | de |
dc.publisher | Universitätsbibliothek Dortmund | de |
dc.subject | covariance adjustment | en |
dc.subject | multivariate forecasting methods | en |
dc.subject | Pitman-closeness | en |
dc.subject.ddc | 310 | de |
dc.title | Using different Pitman-closeness techniques for 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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99_18.pdf | DNB | 42.98 kB | Adobe PDF | View/Open |
tr18-99.ps | 219.42 kB | Postscript | View/Open |
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This item is protected by original copyright
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