Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:36, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty |
scientific article |
Statements
Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (English)
0 references
27 July 2011
0 references
density forecast evaluation
0 references
moment test
0 references
parameter estimation uncertainty
0 references
probability integral transformation
0 references
