Browsing Fakülteler by Author "Ng, Pin T."
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Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Güler, Kemal; Ng, Pin T.; Xiao, Zhijie (Wiley, 2017)Forecasts are pervasive in all areas of applications in business and daily life. Hence evaluating the accuracy of a forecast is important for both the generators and consumers of forecasts. There are two aspects in forecast ...