Model Confidence Sets for Nowcast Procedures

SSRN Electronic Journal ◽

10.2139/ssrn.3259218 ◽

2018 ◽

Author(s):

Jack Fosten ◽

Daniel Gutknecht

Keyword(s):

Confidence Sets ◽

Model Confidence

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Determining risk model confidence sets

Finance Research Letters ◽

10.1016/j.frl.2017.02.005 ◽

2017 ◽

Vol 22 ◽

pp. 169-174

Author(s):

Mark Cummins ◽

Michael Dowling ◽

Francesco Esposito

Keyword(s):

Risk Model ◽

Confidence Sets ◽

Model Confidence

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A weighted model confidence set: applications to local and mixture model confidence sets

International Journal of Mathematical Modelling and Numerical Optimisation ◽

10.1504/ijmmno.2017.10007729 ◽

2017 ◽

Vol 8 (2) ◽

pp. 127

Author(s):

Ghobad Barmalzan ◽

Shahla Aghaei ◽

Amir T. Payandeh Najafabadi

Keyword(s):

Mixture Model ◽

Confidence Set ◽

Confidence Sets ◽

Model Confidence ◽

Weighted Model ◽

Model Confidence Set

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Model Confidence Sets and forecast combination

International Journal of Forecasting ◽

10.1016/j.ijforecast.2016.07.004 ◽

2017 ◽

Vol 33 (1) ◽

pp. 48-60 ◽

Cited By ~ 14

Author(s):

Jon D. Samuels ◽

Rodrigo M. Sekkel

Keyword(s):

Forecast Combination ◽

Confidence Sets ◽

Model Confidence

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Determining Risk Model Confidence Sets

SSRN Electronic Journal ◽

10.2139/ssrn.2914149 ◽

2017 ◽

Author(s):

Mark Cummins ◽

Michael M. Dowling ◽

Francesco Esposito

Keyword(s):

Risk Model ◽

Confidence Sets ◽

Model Confidence

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Model confidence sets and forecast combination: an application to age-specific mortality

Genus ◽

10.1186/s41118-018-0043-9 ◽

2018 ◽

Vol 74 (1) ◽

Cited By ~ 5

Author(s):

Han Lin Shang ◽

Steven Haberman

Keyword(s):

Forecast Combination ◽

Confidence Sets ◽

Model Confidence ◽

Specific Mortality

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A weighted model confidence set: applications to local and mixture model confidence sets

International Journal of Mathematical Modelling and Numerical Optimisation ◽

10.1504/ijmmno.2017.086797 ◽

2017 ◽

Vol 8 (2) ◽

pp. 127

Author(s):

Amir T. Payandeh Najafabadi ◽

Ghobad Barmalzan ◽

Shahla Aghaei

Keyword(s):

Mixture Model ◽

Confidence Set ◽

Confidence Sets ◽

Model Confidence ◽

Weighted Model ◽

Model Confidence Set

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Traffic Analysis Of Anonymity Protocol Using Hidden Markov Model (hmm)-based Model Confidence In The Media

10.33811/1847-003-013-010 ◽

2018 ◽

pp. 187

Author(s):

قاسم عبود مهدى

Keyword(s):

Markov Model ◽

Hidden Markov Model ◽

Hidden Markov ◽

Traffic Analysis ◽

Model Confidence ◽

The Media

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A New General Method for Constructing Confidence Sets in Arbitrary Dimensions: With Applications

The Annals of Statistics ◽

10.1214/aos/1176324715 ◽

1995 ◽

Vol 23 (4) ◽

pp. 1408-1432 ◽

Cited By ~ 8

Author(s):

A. DasGupta ◽

J. K. Ghosh ◽

M. M. Zen

Keyword(s):

Confidence Sets ◽

Arbitrary Dimensions ◽

General Method

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Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions

Automation and Remote Control ◽

10.1134/s0005117909020052 ◽

2009 ◽

Vol 70 (2) ◽

pp. 233-243

Author(s):

A. V. Timofeev

Keyword(s):

Confidence Sets

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Non-Parametric Confidence Sets for Change Points in Time Series of Extremes

10.1002/essoar.10505637.1 ◽

2021 ◽

Author(s):

Ronald van Nooijen ◽

Alla Kolechkina

Keyword(s):

Time Series ◽

Change Points ◽

Confidence Sets ◽

Non Parametric

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