124
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

On evaluating the performance of different forecasters

, &
Pages 542-555 | Received 16 Feb 2016, Accepted 24 Jan 2017, Published online: 05 Jun 2017

References

  • Batchelor, R. A. (1990). All forecasters are equal. Journal of Business and Economic statistics 8(1):143–144.
  • Chaudhry, S. M. (2003). Inroduction to Statistical Theory (Part I). Ilimi Kitab Khana, Urdu Bazar, Lahore, Pakistan.
  • Daniel, W. W. (1990). Applied Nonparametric Statistics. Duxbury Classic Series. (2nd Ed.), Boston.
  • Doane, D. P., Seward, L. E. (2011). Measuring skewness: A forgotten statistic. Journal of Statistics Education 19(2):1–18.
  • Fama, E. F. (1975). Short-term interest rates as predictors of inflation. American Economic Review 65:269–282.
  • Fisher, R. A., Mackenzie, M. A. (1923). Studied in crop variation II. The manurial response of different potato. Journal of Agricultural Science 13:311–320.
  • Friedman, M., Schwartz, A. J. (1963). A Monetary History of the United States, 1867–1960. Princeton, N.J.: Princeton University Press.
  • Kendall, M. G. (1938). A new measure of rank correlation. Biometrika 30:81–93.
  • Kruskall, W. H., Wallis, W. A. (1952). Use of ranks in one-criterion variance analysis. Journal of American Statistical Association 47:583–621.
  • Mahoney, M., Magel, R. (1996). Estimation of the power of the kruskal-wallis test. Biomtrical Journal 38:613–630.
  • Munir, S., Asghar, Z., Riaz, M. (2011). Performance evaluation of different tests for location parameters. Communications in Statistics-Simulation and Computation 40(6):839–853.
  • Nelson, C. R., Schwert, G. W. (1977). Short term interest rates as predictors of inflation: On testing the hypothesis that the real rate of interest is constant. American Economic Review 67:478–486.
  • Riaz, M., Munir, S., Asghar, Z. (2014). On the performance evaluation of different measures of association. Colombian Journal of Statistics 37(1):1–24.
  • Spearman, C. (1904). The proof and measurement of association between two things. American Journal of Psychology 15:73–101.
  • Stekler, H. O. (1987). Who forecasters better? Journal of Business and Economic Statistics 5:155–158.
  • Yitzaki, S. (2003). Gini mean difference: A superior measure of variability for non normal distribution. Metron-International Journal of Statistics, LXI:285–316.
  • Yitzhaki, S., Olkin, I. (1991). Concentration indices and concentration curves, in K. Mosler and M. Scarsini (eds.), Stochastic Orders and Decisions under Risk, Institute of Mathematical Statistics: Lecture-Notes Monograph Series, 19, 1991, 380–392.
  • Zimmerman, D. W. (1994). A Note on modified rank correlation. Journal of educational and Behavioral Statistics 19:357–362.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.