摘要 : Revealing the underlying preferences of a forecaster has always been at the core of much controversy. Herein, we build on the multivariate loss function concept and propose a flexible and multivariate family of likelihoods. This a... 展开
作者 | Mamatzakis~ Emmanuel C. Tsionas~ Mike G. |
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作者单位 | |
期刊名称 | 《Journal of Forecasting》 |
总页数 | 26 |
语种/中图分类号 | 英语 / G303 |
关键词 | asymmetric preferences forecasting multivariate loss function |
馆藏号 | N2008EPST0000386 |