A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041)
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scientific article; zbMATH DE number 7484561
| Language | Label | Description | Also known as |
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| English | A specification test for dynamic conditional distribution models with function-valued parameters |
scientific article; zbMATH DE number 7484561 |
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A specification test for dynamic conditional distribution models with function-valued parameters (English)
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4 March 2022
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distributional regression
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dynamic misspecification
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empirical processes
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quantile regression
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subsampling
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0.8556691408157349
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0.8326971530914307
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0.8027037978172302
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0.7831612825393677
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0.7742921710014343
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