Using different Pitman-closeness techniques for the linear combination of multivariate forecasts

dc.contributor.author	Wenzel, Thomas	de
dc.date.accessioned	2004-12-06T18:40:25Z
dc.date.available	2004-12-06T18:40:25Z
dc.date.issued	1999	de
dc.description.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.	en
dc.format.extent	224681 bytes
dc.format.extent	44014 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/4954
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15092
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	covariance adjustment	en
dc.subject	multivariate forecasting methods	en
dc.subject	Pitman-closeness	en
dc.subject.ddc	310	de
dc.title	Using different Pitman-closeness techniques for the linear combination of multivariate forecasts	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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