PITMAN-CLOSENESS AS A MEASURE TO EVALUATE THE QUALITY OF FORECASTS

DOI10.1081/STA-120003133zbMath1009.62582MaRDI QIDQ4540743

Thomas Wenzel

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items

On the estimation of missing values in AR(1) model with exponential innovations ⋮ Comparison of Two Estimation Methods of Missing Values Using Pitman-Closeness Criterion

Cites Work

• The Pitman comparison of unbiased linear estimators
• Pitman closeness comparison of linear estimators:a canonical form
• Some Comments on the Combination of Forecasts