Evaluating the calibration of multi-step-ahead density forecasts using raw moments
Malte Knüppel
| Year of publication: |
2015
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|---|---|
| Authors: | Knüppel, Malte |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 2, p. 270-281
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| Subject: | Density forecast evaluation | Moment test | Normality test | Probability integral transformation | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Statistische Verteilung | Statistical distribution | Statistische Methodenlehre | Statistical theory | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011390035