Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions (Q4687627)

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scientific article; zbMATH DE number 6952624
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Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
scientific article; zbMATH DE number 6952624

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    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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