Browsing Working Papers by Subject "Mahalanobis distance"

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Browsing Working Papers by Subject "Mahalanobis distance"

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    Title: Empirical Simultaneous Confidence Regions for Path-Forecasts  Author(s): JORDÀ, Òscar; KNÜPPEL, Malte; MARCELLINO, Massimiliano Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Measuring and displaying uncertainty around path-forecasts, i.e. forecasts made in period T about the expected trajectory of a random variable in periods T+1 to T+H is a key ingredient for decision making under uncertainty. ...