DEKEL, EDDIE; FEINBERG, YOSSI - In: Review of Economic Studies 73 (2006) 4, pp. 893-906
We propose a method to test a prediction of the distribution of a stochastic process. In a non-Bayesian, non-parametric setting, a predicted distribution is tested using a realization of the stochastic process. A test associates a set of realizations for each predicted distribution, on which the...