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Pitman-closeness
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multivariate forecasting methods
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combination of forecasts
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covariance adjustment
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Wenzel, Thomas
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Using different Pitman-
closeness
techniques for the linear combination of multivariate forecasts
Wenzel, Thomas
-
1999
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
…
Persistent link: https://www.econbiz.de/10010316641
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2
Pitman-
closeness
and the linear combination of multivariate forecasts
Wenzel, Thomas
-
1998
We use the Pitman-
closeness
criterion to evaluate the performance of multivariate forecasting methods and we also …
Persistent link: https://www.econbiz.de/10010316562
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