Authors: | Wenzel, Thomas |
Title: | Using different Pitman-closeness techniques for the linear combination of multivariate forecasts |
Language (ISO): | en |
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. |
Subject Headings: | covariance adjustment multivariate forecasting methods Pitman-closeness |
URI: | http://hdl.handle.net/2003/4954 http://dx.doi.org/10.17877/DE290R-15092 |
Issue Date: | 1999 |
Provenance: | Universitätsbibliothek Dortmund |
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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