Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities
Year of publication: |
2007
|
---|---|
Authors: | Gooijer, Jan G. De |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 34.2007, 4, p. 371-381
|
Publisher: |
Taylor & Francis Journals |
Subject: | Goodness-of-fit | multivariate density forecasts | uniform distribution |
-
Boulerice, Bernard, (1994)
-
Multivariate density forecast evaluation: A modified approach
Ko, Stanley I.M., (2013)
-
Nasiri, Parviz, (2022)
- More ...
-
Testing non-linearities in world stock market prices
Gooijer, Jan G. de, (1989)
-
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de, (2023)
-
Kernel-based multistep-ahead predictions of the US short-term interest rate
Gooijer, Jan G. de, (2000)
- More ...