Pitman-closeness as a measure to evaluate the equality of forecasts

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DC Field	Value	Language
dc.contributor.author	Wenzel, Thomas	de
dc.date.accessioned	2004-12-06T18:38:55Z	-
dc.date.available	2004-12-06T18:38:55Z	-
dc.date.issued	1998	de
dc.identifier.uri	http://hdl.handle.net/2003/4878	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5412	-
dc.description.abstract	We consider Pitman-closeness to evaluate the performance of forecasting methods. Optimal weights for the combination of forecasts are calculated with respect to this criterion. We show that theses weights depend on the assuption on the distribution of the forecast errors. In the normal case they are identical with the optimal weights with respect to MSE-criterion	en
dc.format.extent	1947362 bytes	-
dc.format.extent	429097 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	evalutation of forecasting methods	en
dc.subject	Pitman-closenes	en
dc.subject.ddc	310	de
dc.title	Pitman-closeness as a measure to evaluate the equality of 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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