Published October 29, 2026
| Version v1.0
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raphaelrrcoelho/tail-forecast-comparison: v1.0: code and data for the Journal of Forecasting submission
Authors/Creators
Description
Code, data and results for "Comparing tail forecasts: the number of exceedances is the sample size" (Raphael Coelho), as submitted to the Journal of Forecasting. See README.md for how to reproduce each table and figure.
Files
raphaelrrcoelho/tail-forecast-comparison-v1.0.zip
Additional details
Related works
- Is supplement to
- Software: https://github.com/raphaelrrcoelho/tail-forecast-comparison/tree/v1.0 (URL)
Software
- Repository URL
- https://github.com/raphaelrrcoelho/tail-forecast-comparison