Quantile prediction

Handbook of Economic Forecasting

Volumn 2, Issue , 2013, Pages 961-994

  Komunjer, Ivana ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Conditional quantiles; Correct conditional coverage tests; Extreme value theory; Forecast encompassing; Multivariate quantiles; Nonparametric quantiles; Quantile regression

Indexed keywords

EID: 84881584706     PISSN: 15740706     EISSN: None     Source Type: Book Series    
DOI: 10.1016/B978-0-444-62731-5.00017-8     Document Type: Chapter

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