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- W1608136670 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." @default.
- W1608136670 created "2016-06-24" @default.
- W1608136670 creator A5035377418 @default.
- W1608136670 date "1998-01-01" @default.
- W1608136670 modified "2023-09-27" @default.
- W1608136670 title "Pitman-closeness and the linear combination of multivariate forecasts" @default.
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- W1608136670 doi "https://doi.org/10.17877/de290r-5406" @default.
- W1608136670 hasPublicationYear "1998" @default.
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