Pitman-closeness and the linear combination of multivariate forecasts

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.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.identifier.uri	http://hdl.handle.net/2003/4830
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5406
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

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