Comments on: Model-free model-fitting and predictive distributions

DOI10.1007/s11749-013-0320-zzbMath1367.62139OpenAlexW2071413012MaRDI QIDQ5971135

Carlos Velasco

Publication date: 5 August 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-013-0320-z

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Foundations and philosophical topics in statistics (62A01) Nonparametric statistical resampling methods (62G09)

Cites Work

• Distribution-free specification tests of conditional models
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Bootstrap Prediction Intervals for Autoregression
• Bootstrap predictive inference for ARIMA processes
• Probabilistic Forecasts, Calibration and Sharpness