Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk (Q6664648)
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scientific article; zbMATH DE number 7968516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk |
scientific article; zbMATH DE number 7968516 |
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Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk (English)
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16 January 2025
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interval prediction
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quantile regression
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multiple hypothesis testing
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weak moment inequalities
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wild bootstrap
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growth-at-risk
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