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

DOI10.1081/STA-120003133MaRDI QIDQ4540743zbMATH OpenFDO

Authors Thomas Wenzel

Publication date 28 July 2002

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

Full work available at URL https://doi.org/10.1081/STA-120003133

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites work

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

Cited in

(2)

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

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