Alternative tests for correct specification of conditional predictive densities (Q1739884): Difference between revisions

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Latest revision as of 07:15, 11 December 2024

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Alternative tests for correct specification of conditional predictive densities
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    Alternative tests for correct specification of conditional predictive densities (English)
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    29 April 2019
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    predictive density
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    probability integral transform
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    Kolmogorov-Smirnov test
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    Cramér-von Mises test
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    forecast evaluation
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