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dc.contributor.authorWenzel, Thomasde
dc.date.accessioned2004-12-06T18:38:12Z-
dc.date.available2004-12-06T18:38:12Z-
dc.date.issued1998de
dc.identifier.urihttp://hdl.handle.net/2003/4830-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-5406-
dc.description.abstractWe 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.extent265223 bytes-
dc.format.extent63666 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/postscript-
dc.language.isoende
dc.publisherUniversitätsbibliothek Dortmundde
dc.subjectcombination of forecastsen
dc.subjectmultivariate forecasting methodsen
dc.subjectPitman-closenessen
dc.subject.ddc310de
dc.titlePitman-closeness and the linear combination of multivariate forecastsen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 475

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