Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666): Difference between revisions

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Latest revision as of 08:56, 4 July 2024

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Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
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    Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (English)
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    27 July 2011
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    density forecast evaluation
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    moment test
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    parameter estimation uncertainty
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    probability integral transformation
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