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Penalized averaging of parametric and non-parametric quantile forecasts - MaRDI portal

Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656)

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Penalized averaging of parametric and non-parametric quantile forecasts
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    Penalized averaging of parametric and non-parametric quantile forecasts (English)
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    3 September 2020
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    large database
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    nonparametric
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    parametric
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    penalized averaging
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    quantile forecasting
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