Forecasting using belief functions: An application to marketing econometrics
A method is proposed to quantify uncertainty on statistical forecasts using the formalism of belief functions. The approach is based on two steps. In the estimation step, a belief function on the parameter space is constructed from the normalized likelihood given the observed data. In the prediction...
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| Main Authors: | , , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84899915661&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53442 |
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| Institution: | Chiang Mai University |