TY  - RPRT
AU  - Eransus, Francisco J.
AU  - Novales Cinca, Alfonso Santiago
PY  - 2011
UR  - https://hdl.handle.net/20.500.14352/48982
AB  - We propose a new approach to evaluating the usefulness of a set of forecasts, based on the use of a discrete loss function defined on the space of data and forecasts. Existing procedures for such an evaluation either do not allow for formal testing,...
LA  - eng
A3  - Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico
KW  - Forecasting Evaluation
KW  - Loss Function
TI  - A statistical test for forecast evaluation under a discreteloss function
TY  - technical report
VL  - 2011
ER  -