A Test Procedure for Evaluating Copula-Based Multivariate Density Forecasts

2009 ◽  
Author(s):  
Xiaoming Li ◽  
Qing Xu
Keyword(s):  
Test Procedure ◽  
Density Forecasts ◽  
Multivariate Density

Comparing the accuracy of multivariate density forecasts in selected regions of the copula support

2014 ◽  
Vol 48 ◽  
pp. 79-94 ◽  
Author(s):  
Cees Diks ◽  
Valentyn Panchenko ◽  
Oleg Sokolinskiy ◽  
Dick van Dijk
Keyword(s):  
Density Forecasts ◽  
Multivariate Density

scholarly journals Out-of-Sample Comparison of Copula Specifications in Multivariate Density Forecasts

2008 ◽  
Author(s):  
Cees G. H. Diks ◽  
Valentyn Panchenko ◽  
Dick J. C. van Dijk
Keyword(s):  
Out Of Sample ◽  
Density Forecasts ◽  
Multivariate Density

scholarly journals Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts

2018 ◽  
Author(s):  
Jonas Dovern ◽  
Hans Manner
Keyword(s):  
Density Forecasts ◽  
Multivariate Density ◽  
Order Invariant

scholarly journals Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support

2013 ◽  
Author(s):  
Cees G. H. Diks ◽  
V. Panchenko ◽  
Dick J. C. van Dijk
Keyword(s):  
Density Forecasts ◽  
Multivariate Density

scholarly journals Combining Multivariate Density Forecasts Using Predictive Criteria

2009 ◽  
Author(s):  
Kristoffer P. Nimark ◽  
Hugo Gerard
Keyword(s):  
Density Forecasts ◽  
Multivariate Density

scholarly journals Out-of-sample comparison of copula specifications in multivariate density forecasts

2010 ◽  
Vol 34 (9) ◽  
pp. 1596-1609 ◽  
Author(s):  
Cees Diks ◽  
Valentyn Panchenko ◽  
Dick van Dijk
Keyword(s):  
Out Of Sample ◽  
Density Forecasts ◽  
Multivariate Density

scholarly journals Order‐invariant tests for proper calibration of multivariate density forecasts

2020 ◽  
Vol 35 (4) ◽  
pp. 440-456
Author(s):  
Jonas Dovern ◽  
Hans Manner
Keyword(s):  
Density Forecasts ◽  
Multivariate Density ◽  
Order Invariant

Benefits from Computerized Adaptive Testing as Seen in Simulation Studies

1999 ◽  
Vol 15 (2) ◽  
pp. 91-98 ◽  
Author(s):  
Lutz F. Hornke
Keyword(s):  
Measurement Error ◽  
Computerized Adaptive Testing ◽  
Test Procedure ◽  
Adaptive Testing ◽  
Parameter Estimates ◽  
Simulation Studies ◽  
Computerized Adaptive Test ◽  
Item Banks ◽  
Item Parameters ◽  
General Reliability

Summary: Item parameters for several hundreds of items were estimated based on empirical data from several thousands of subjects. The logistic one-parameter (1PL) and two-parameter (2PL) model estimates were evaluated. However, model fit showed that only a subset of items complied sufficiently, so that the remaining ones were assembled in well-fitting item banks. In several simulation studies 5000 simulated responses were generated in accordance with a computerized adaptive test procedure along with person parameters. A general reliability of .80 or a standard error of measurement of .44 was used as a stopping rule to end CAT testing. We also recorded how often each item was used by all simulees. Person-parameter estimates based on CAT correlated higher than .90 with true values simulated. For all 1PL fitting item banks most simulees used more than 20 items but less than 30 items to reach the pre-set level of measurement error. However, testing based on item banks that complied to the 2PL revealed that, on average, only 10 items were sufficient to end testing at the same measurement error level. Both clearly demonstrate the precision and economy of computerized adaptive testing. Empirical evaluations from everyday uses will show whether these trends will hold up in practice. If so, CAT will become possible and reasonable with some 150 well-calibrated 2PL items.

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