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...
| 1. autor: | |
|---|---|
| Format: | Praca dyplomowa |
| Język: | English |
| Wydane: |
Quezon City
University of the Philippines
c2010.
|