Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666)
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scientific article; zbMATH DE number 5932589
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| English | Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty |
scientific article; zbMATH DE number 5932589 |
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Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (English)
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27 July 2011
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density forecast evaluation
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moment test
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parameter estimation uncertainty
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probability integral transformation
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0.7971997857093811
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0.7495507597923279
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0.748234212398529
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0.744072675704956
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0.7364184856414795
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