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  • Search: subject:"Predictive distribution"
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Year of publication
Subject
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Forecasting model 11 Prognoseverfahren 11 Predictive distribution 9 predictive distribution 9 Theorie 8 Theory 8 Statistical distribution 6 Statistische Verteilung 6 Forecast 5 Probability theory 5 Prognose 5 Wahrscheinlichkeitsrechnung 5 Central limit theorem 4 Empirical distribution 4 Stable convergence 4 Bayesian predictive inference 3 Conditional identity in distribution 3 Exchangeability 3 carry trade 3 joint predictive distribution 3 probabilistic forecast 3 Aging 2 Aging population 2 Alternde Bevölkerung 2 Bevölkerungsentwicklung 2 Bevölkerungsprognose 2 Demographic development 2 Demography 2 Ensemble Prediction System 2 Estimation 2 Estimation theory 2 Exchange rate 2 Overlapping Generations 2 Overlapping generations 2 Population forecasting 2 Risk communication 2 Schätztheorie 2 Schätzung 2 Stationary equivalent population 2 Wechselkurs 2
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Online availability
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Free 26 CC license 1
Type of publication
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Book / Working Paper 20 Article 6
Type of publication (narrower categories)
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Working Paper 10 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 6 Article in journal 4 Aufsatz in Zeitschrift 4 Article 1
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Language
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English 22 Undetermined 4
Author
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Berti, Patrizia 6 Crimaldi, Irene 6 Pratelli, Luca 6 Rigo, Pietro 6 Anatolyev, Stanislav 3 Lassila, Jukka 3 Alho, Juha M. 2 Cocchi, Daniela 2 Gospodinov, Nikolay 2 Iacopini, Matteo 2 Jamali, Ibrahim 2 Lijoi, Antonio 2 Liu, Xiaochun 2 Narzo, Antonio Fabio Di 2 Ravazzolo, Francesco 2 Rossini, Luca 2 Alho, Juha 1 Amiri, Zahra Khoshkhoo 1 Ascolani, Filippo 1 Chaturvedi, Anoop 1 Choi, Sung sub 1 De Blasi, Pierpaolo 1 Favaro, Stefano 1 Gospodinov, Nikolaj 1 Grammatico, Sergio 1 Hernández, Juan R. 1 Im, Ji Jung 1 Kazempour, Jalal 1 Lillestøl, Jostein 1 Lim, Hyun Soo 1 Mena, Ramsés H. 1 MirMostafaee, S. M. T. K. 1 Mogliani, Matteo 1 Nikitin, Denis 1 Odendahl, Florens 1 Pandey, Ranjita 1 Pinson, Pierre 1 Politis, Dimitris N 1 Prünster, Igor 1 Raja, Aitazaz Ali 1
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Institution
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Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 3 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Department of Economics, University of California-San Diego (UCSD) 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1
Published in...
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Quaderni di Dipartimento 6 Quaderni del Dipartimento 2 Annals of Economics and Finance 1 CAMP working paper series 1 Carlo Alberto notebooks 1 DEM Working Papers Series 1 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Documentos de trabajo / Banco de España 1 ETLA Working Papers 1 ETLA working papers 1 International journal of forecasting 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of forecasting 1 Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 University of California at San Diego, Economics Working Paper Series 1 Working Paper 1 Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Working papers / Bank for International Settlements 1 Working papers / Federal Reserve Bank of Atlanta 1
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Source
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ECONIS (ZBW) 12 RePEc 9 EconStor 5
Showing 1 - 10 of 26
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Density forecast transformations
Mogliani, Matteo; Odendahl, Florens - 2025
Persistent link: https://www.econbiz.de/10015406882
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Covered interest parity: a forecasting approach to estimate the neutral band
Hernández, Juan R. - 2024
Persistent link: https://www.econbiz.de/10015078620
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A market for trading forecasts : a wagering mechanism
Raja, Aitazaz Ali; Pinson, Pierre; Kazempour, Jalal; … - In: International journal of forecasting 40 (2024) 1, pp. 142-159
Persistent link: https://www.econbiz.de/10014450264
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Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability
Alho, Juha M.; Lassila, Jukka - In: Journal of forecasting 42 (2023) 7, pp. 1560-1568
Persistent link: https://www.econbiz.de/10014432721
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Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
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Analysis for the xgamma distribution based on record values and inter-record times with application to prediction of rainfall and COVID-19 records
Amiri, Zahra Khoshkhoo; MirMostafaee, S. M. T. K. - In: Statistics in transition : an international journal of … 24 (2023) 5, pp. 89-108
Recently, Sen et al. (2016) introduced a new lifetime distribution, called "xgamma distribution", which can be used as an alternative to other lifetime distributions, like the exponential one. In this paper, we study the problem of classical and Bayesian estimation of the unknown parameter of...
Persistent link: https://www.econbiz.de/10015121007
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Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability
Alho, Juha; Lassila, Jukka - 2022
When the future evolution of demographic processes is described in a stochastic setting, the challenge is to communicate the meaning of forecast uncertainty in an understandable way, to decision makers and public at large. For the purpose of risk communication, a formal setting is developed, in...
Persistent link: https://www.econbiz.de/10014304768
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Cover Image
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability
Alho, Juha M.; Lassila, Jukka - 2022
When the future evolution of demographic processes is described in a stochastic setting, the challenge is to communicate the meaning of forecast uncertainty in an understandable way, to decision makers and public at large. For the purpose of risk communication, a formal setting is developed, in...
Persistent link: https://www.econbiz.de/10013419096
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Predictive inference with Fleming-Viot-driven dependent Dirichlet processes
Ascolani, Filippo; Lijoi, Antonio; Ruggiero, Matteo - 2020
Persistent link: https://www.econbiz.de/10012297478
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Cover Image
Proper scoring rules for evaluating asymmetry in density forecasting
Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca - 2020
Persistent link: https://www.econbiz.de/10012437475
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