Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935): Difference between revisions
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Revision as of 14:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing the accuracy of multivariate density forecasts in selected regions of the copula support |
scientific article |
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Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (English)
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2 November 2018
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copula
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density forecast evaluation
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Kullback-Leibler information criterion
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out-of-sample forecast evaluation
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