Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty |
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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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