Likelihood-based Scoring Rules for Comparing Density Forecast in Tails

C Diks, V Panchenko, Dick van Dijk

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages16
EditionEI reprint reeks EI-1567
Publication statusPublished - 2011

Publication series

SeriesEI reprint reeks
VolumeEI-1567

Research programs

  • EUR ESE 31
  • EUR ESE 33

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