Robust tests of predictive accuracy

zbMath1416.62461MaRDI QIDQ2002916

Rosario Dell'Aquila, Elvezio Ronchetti

Publication date: 12 July 2019

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

influence functionforecastingdeviations from a modelrobustness of powerrobustness of size

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: hypothesis testing (62M07)

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Dual divergence estimators and tests: robustness results

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