Using different Pitman-closeness techniques for the linear combination of multivariate forecasts
Year of publication: |
1999
|
---|---|
Authors: | Wenzel, Thomas |
Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
Subject: | Pitman-closeness | multivariate forecasting methods | covariance adjustment |
-
Using different Pitman-closeness techniques for the linear combination of multivariate forecasts
Wenzel, Thomas, (1999)
-
Using different Pitman-closeness techniques for the linear combination of multivariate forecasts
Wenzel, Thomas, (1999)
-
Pitman-closeness and the linear combination of multivariate forecasts
Wenzel, Thomas, (1998)
- More ...
-
Pitman-closeness as a measure to evaluate the quality of forecasts
Wenzel, Thomas, (1998)
-
An evaluation of forecasting methods and forecast combination methods in goods management systems
Schneider, Carsten, (1999)
-
Combination of biased forecasts: Bias correction or bias based weights?
Wenzel, Thomas, (1999)
- More ...