Comparing Possibly Misspecified Forecasts
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Publication:6626356
DOI10.1080/07350015.2019.1585256zbMATH Open1547.62875MaRDI QIDQ6626356
Publication date: 28 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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Related Items (5)
Better the devil you know: improved forecasts from imperfect models ⋮ Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments ⋮ Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter ⋮ Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability ⋮ Empirical risk minimization for time series: nonparametric performance bounds for prediction
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