Calculating the accuracy of hierarchical estimation

DOI10.1093/IMAMAN/DPP021MaRDI QIDQ3576302zbMATH OpenOpenAlexFDO

Authors J. J. A. Moors, Leo W. G. Strijbosch

Publication date 30 July 2010

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imaman/dpp021

zbMATH Keywords

aggregationhierarchical forecastingtop-down approachmoments of a product of sums

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42)

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