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

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.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.identifier.uri	http://hdl.handle.net/2003/4878
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5412
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

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