Partial likelihood-based scoring rules for evaluating density forecasts in tails

C Diks, V Panchenko, Dick van Dijk

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

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages32
EditionTinbergen Institute Discussion Papers 08-050/4
Publication statusPublished - 2008

Publication series

SeriesTinbergen Institute Discussion Papers
Volume08-050/4

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