A non-linear forecast combination procedure for binary outcomes

DOI10.1515/snde-2014-0054OpenAlexW3122700535MaRDI QIDQ2691668

Yanyan Li

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2014-0054

zbMATH Keywords

copulaMarkov chain Monte CarloBayesian methodsreceiver operating characteristic curveyield spread

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Uses Software

• ElemStatLearn

Cites Work

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