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Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests
2015/01/02 by
Francis X. Diebold
· 2 citations
paper
· doi:10.1080/07350015.2014.983236
Cited by
Spatially-informed transformers: Injecting geostatistical covariance biases into self-attention for spatio-temporal forecasting
The Morgan-Pitman Test of Equality of Variances and its Application to Machine Learning Model Evaluation and Selection