Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints
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Publication:4266288
DOI10.1080/02664769823188zbMath0955.62096OpenAlexW2040654887MaRDI QIDQ4266288
James W. Taylor, Derek W. Bunn
Publication date: 11 November 1999
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664769823188
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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