Pitman-closeness and the Linear Combination of Multivariate Forecasts

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Using Different Pitman-closeness Techniques for the Linear Combination of Multivariate Forecasts

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Pitman's Measure of Closeness

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This book provides a thorough introduction to the methods and known results associated with PMC.

Principles of Multivariate Analysis

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An introduction to the principles and methodology of modern multivariate statistical analysis, covering recent developments and stressing geometrical intuition

Scalar Mean Square Error Optimal Linear Combination of Multivariate Forecasts

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