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Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Knüppel, Malte - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 270-281

Persistent link: https://www.econbiz.de/10011390035

Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models

Demetrescu, Matei; Kruse-Becher, Robinson - 2021

Persistent link: https://www.econbiz.de/10012620758

Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice

Wehn, Carsten - In: The journal of risk model validation 12 (2018) 4, pp. 17-39

Persistent link: https://www.econbiz.de/10011992015

Zero-modified Poisson-Modification of Quasi Lindley distribution and its application

Tharshan, Ramajeyam; Wijekoon, Pushpakanthie - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 113-128

The Poisson-Modification of Quasi Lindley (PMQL) distribution is a newly introduced mixed Poisson distribution for over-dispersed count data. The aim of this article is to introduce the Zero-modified PMQL (ZMPMQL) distribution as an alternative to the PMQL distribution in order to accommodate...

Persistent link: https://www.econbiz.de/10014287906

Designing a cumulative sum control chart using generalised Conway-Maxwell-Poisson distribution for monitoring the count data

Mustafa, Fakhar; Sherwani, Rehan Ahmad Khan; Raza, … - In: European journal of industrial engineering : EJIE 18 (2024) 5, pp. 637-668

Persistent link: https://www.econbiz.de/10015060782

Testing conditional asymmetry : a residual-based approach

Lambert, Philippe; Laurent, Sébastien; Veredas, David - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1229-1247

Persistent link: https://www.econbiz.de/10009655696

Improved density and distribution function estimation

Oryshchenko, Vitaliy; Smith, Richard J. - 2018 - This draft: July 2018

distribution functions of (generalised) residuals in semi-parametric models defined by a finite number of moment restrictions. Such …

Persistent link: https://www.econbiz.de/10011878199