Pitman-closeness and the linear combination of multivariate forecasts

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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

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