Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions (Q4687627)
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scientific article; zbMATH DE number 6952624
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| English | Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions |
scientific article; zbMATH DE number 6952624 |
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Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions (English)
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12 October 2018
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accuracy forecast
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summary statistics
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diagnostic tests
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0.84733146
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0.8437403
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0.8382306
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0.83768064
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0.83420837
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0.8317882
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0.8290753
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0.8286143
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