A new class of independence tests for interval forecasts evaluation (Q1927119)
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scientific article; zbMATH DE number 6119758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of independence tests for interval forecasts evaluation |
scientific article; zbMATH DE number 6119758 |
Statements
A new class of independence tests for interval forecasts evaluation (English)
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30 December 2012
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hit sequence
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backtesting
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quantitative risk management
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