Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666): Difference between revisions
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Revision as of 10:38, 29 February 2024
scientific article
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English | 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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