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07/07/2023
Generalised Covariances and Correlations
The covariance of two random variables measures the average joint deviat...
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02/06/2023
Testing Quantile Forecast Optimality
Quantile forecasts made across multiple horizons have become an importan...
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11/29/2022
Score-based calibration testing for multivariate forecast distributions
Multivariate distributional forecasts have become widespread in recent y...
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09/04/2020
Unlucky Number 13? Manipulating Evidence Subject to Snooping
Questionable research practices like HARKing or p-hacking have generated...
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05/04/2020