Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399)
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scientific article; zbMATH DE number 7743053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk |
scientific article; zbMATH DE number 7743053 |
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Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (English)
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28 September 2023
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interval prediction
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quantile regression
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multiple hypothesis testing
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weak moment inequalities
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wild bootstrap
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growth-at-risk
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