Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions (Q4687627): Difference between revisions
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Latest revision as of 21:57, 19 March 2024
scientific article; zbMATH DE number 6952624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions |
scientific article; zbMATH DE number 6952624 |
Statements
Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions (English)
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12 October 2018
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accuracy forecast
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summary statistics
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diagnostic tests
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