Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts
Year of publication: |
2018
|
---|---|
Authors: | Dovern, Jonas |
Other Persons: | Manner, Hans (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test | Multivariate Analyse | Multivariate analysis |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Series: | CESifo Working Paper Series ; No. 7023 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 08, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3200269 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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