Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10001611373
Persistent link: https://www.econbiz.de/10001622034
Persistent link: https://www.econbiz.de/10001583467
Persistent link: https://www.econbiz.de/10001566291
Persistent link: https://www.econbiz.de/10001686837
Persistent link: https://www.econbiz.de/10001656788
This paper develops methods for the production and evaluation of censored density forecasts. Censored density forecasts quantify forecast risks in a middle region of the density covering a specified probability, and ignore the magnitude but not the frequency of outlying observations. We propose...
Persistent link: https://www.econbiz.de/10012587322
Persistent link: https://www.econbiz.de/10013375498