Showing 1 - 10 of 11
Persistent link: https://www.econbiz.de/10013539513
Persistent link: https://www.econbiz.de/10013539526
Persistent link: https://www.econbiz.de/10013540394
Loss functions are widely used to compare several competing forecasts. However, forecast comparisons are often based on mismeasured proxy variables for the true target. We introduce the concept of exact robustness to measurement error for loss functions and fully characterize this class of loss...
Persistent link: https://www.econbiz.de/10014448164
Persistent link: https://www.econbiz.de/10014448252
Persistent link: https://www.econbiz.de/10014448307
Persistent link: https://www.econbiz.de/10014449839
Persistent link: https://www.econbiz.de/10014449925
Persistent link: https://www.econbiz.de/10015053422
Persistent link: https://www.econbiz.de/10015053506