Forecast dominance testing via sign randomization

DOI10.1214/18-EJS1495zbMath1406.62102arXiv1707.03035OpenAlexW2963615467WikidataQ128855560 ScholiaQ128855560MaRDI QIDQ1627567

Fabian Krüger, Werner Ehm

Publication date: 30 November 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.03035

zbMATH Keywords

hypothesis testingrandomizationcomparative forecast evaluation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Uses Software

• R
• quantreg
• QRM
• murphydiagram

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