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

نویسنده

  • Thomas Wenzel
چکیده

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.

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تاریخ انتشار 2007