A new class of independence tests for interval forecasts evaluation
type: Item
instance of: scholarly article
title: A new class of independence tests for interval forecasts evaluation
zbMATH Open document ID: 1254.91759
author: Paulo Araújo Santos
author: M. Isabel Fraga Alves
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6119758
zbMATH Keywords: hit sequence
zbMATH Keywords: backtesting
zbMATH Keywords: quantitative risk management
describes a project that uses: R
describes a project that uses: RMetrics
describes a project that uses: fGarch
describes a project that uses: CAViaR
MaRDI profile type: Publication
full work available at URL: j.csda.2010.10.002
OpenAlex ID: W2166673366
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DOI: 10.1016/J.CSDA.2010.10.002
description: scientific article; zbMATH DE number 6119758