The shrinkage approach in the combination of forecasts
Year of publication: |
2000
|
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Authors: | Wenzel, Thomas |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | shrinkage | combination of forecast | mean squared error |
Series: | Technical Report ; 2000,44 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 75764841X [GVK] hdl:10419/77233 [Handle] RePEc:zbw:sfb475:200044 [RePEc] |
Source: |
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