Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656)
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English | Penalized averaging of parametric and non-parametric quantile forecasts |
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Penalized averaging of parametric and non-parametric quantile forecasts (English)
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3 September 2020
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large database
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nonparametric
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parametric
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penalized averaging
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quantile forecasting
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