Alternative tests for correct specification of conditional predictive densities (Q1739884)
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scientific article; zbMATH DE number 7048569
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| English | Alternative tests for correct specification of conditional predictive densities |
scientific article; zbMATH DE number 7048569 |
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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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0.8807856440544128
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0.8258565068244934
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0.815337598323822
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0.7971997857093811
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0.7854966521263123
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