Bank for International Settlements
BIS
International Org
New framework simplifies predictive density evaluation using PIT
Researchers from Banco de España propose a simplified framework for evaluating conditional predictive densities.
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BIS paper proposes simplified tests for predictive densities
A new working paper from the Bank for International Settlements (BIS) proposes a simplified framework for evaluating conditional predictive densities.
New framework validates conditional predictive densities for diverse models
Researchers from Banco de España have proposed a simplified framework for evaluating conditional predictive densities.
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