Alternative tests for correct specification of conditional predictive densities (Q1739884)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative tests for correct specification of conditional predictive densities |
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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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