Bayesian assessment of dynamic quantile forecasts
Year of publication: |
December 2016
|
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Authors: | Gerlach, Richard ; Chen, Cathy W. S. ; Lin, Edward M. H. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 8, p. 751-764
|
Subject: | bayesian hypothesis testing | bayes factor | asymmetric-laplace distribution | value-at-risk | quantile regression | Bayes-Statistik | Bayesian inference | Risikomaß | Risk measure | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Statistische Methodenlehre | Statistical theory | Statistischer Test | Statistical test |
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