Nonparametric comparison of predicitve accuracy
Abstract (A bootstrap-based method of comparing predictive accuracy of two forecasts is proposed. The approach use simple standardization for cross-sectional data and Normalizing and Variance Stabilizing (NoVas) transformation for time series data. Transformation is necessary to standardize differen...
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| Aineistotyyppi: | Opinnäyte |
| Kieli: | English |
| Julkaistu: |
Quezon City
University of the Philippines
c2010.
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