Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions: Mincer-Zarnowitz Quantile Regressions for Forecast Evaluationsasymmetric loss, expectile regression, forecast evaluation, quantile regressionForecasts are pervasive in all areas of applications in ...
Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functionsdoi:10.1002/for.2462asymmetriclossexpectileregressionforecastevaluationquantileregressionForecasts are pervasive in all areas of applications in business and daily life. Hence evaluating the accuracy of a...
asymmetric loss, expectile regression, forecast evaluation, quantile regressionKemal GulerPin T. NgZhijie XiaoJohn Wiley & Sons, LtdJournal of ForecastingGuler, K., Ng, P. T., and Xiao, Z. (2017). Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric ...