Concepedia

Log Predictive Density

Log Predictive Density is the logarithm of the predictive density evaluated at observed data points, serving as a measure of a model’s out-of-sample predictive accuracy by quantifying the probability density assigned to the actual data under the model’s posterior predictive distribution.

25

Publications

752

Citations

47

Authors

51

Institutions

Publications per year

2017–2026

6

Parents

Publications

25

Predictive density and conditional confidence interval accuracy tests

Valentina Corradi, Norman R. Swanson · Journal of Econometrics · 2005 · 109 citations

, , +13

Components of bull and bear markets: bull corrections and bear rallies

2010 · 70 citations

, , +15

Filtering, Prediction and Simulation Methods for Noncausal Processes

Christian Gouriéroux, Joann Jasiak · Journal of Time Series Analysis · 2015 · 54 citations

, , +16

Forecasting with DSGE Models

Kai Christoffel, Günter Coenen, Anders Warne · SSRN Electronic Journal · 2010 · 53 citations · Full text

, , +16

A Simple Predictive Density Function: Comment

Tom Leonard · Journal of the American Statistical Association · 1982 · 46 citations

, , +6

1–5 of 25

Authors

47

  1. NR
    Norman R. Swanson

    Rutgers, The State University of New Jersey, United States

    4 publications · 203 citations

    4

    h-index

  2. VC
    Valentina Corradi

    University of Calgary, Canada

    3 publications · 94 citations

    3

    h-index

  3. WE
    William E. Strawderman

    Rutgers, The State University of New Jersey, United States

    2 publications · 27 citations

    2

    h-index

  4. ÉM
    Éric Marchand

    Université de Sherbrooke, Canada

    2 publications · 27 citations

    2

    h-index

  5. LP
    Liam Paninski

    Columbia University, United States

    1 publications · 16 citations

    1

    h-index

1–5 of 47

Institutions

51

  1. Rutgers, The State University of New Jersey

    New Brunswick, United States

    5 h-index

    5 publications

    196 citations

  2. Uppsala University

    Uppsala, Sweden

    2 h-index

    2 publications

    29 citations

  3. Centre de Recherche en Économie et Statistique

    Palaiseau, France

    2 h-index

    2 publications

    65 citations

  4. Université de Sherbrooke

    Sherbrooke, Canada

    2 h-index

    3 publications

    39 citations

  5. University of Toronto

    Toronto, Canada

    2 h-index

    2 publications

    83 citations

  6. McMaster University

    Hamilton, Canada

    2 h-index

    2 publications

    39 citations

  7. Queen Mary University of London

    London, United Kingdom

    2 h-index

    2 publications

    151 citations

  8. University of Pretoria

    Pretoria, South Africa

    1 h-index

    1 publications

    25 citations

1–8 of 51

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 142 citations

    4

    h-index

  2. Journal of Forecasting

    2 publications · 47 citations

    2

    h-index

  3. 2

    h-index

  4. Journal of Econometrics

    2 publications · 127 citations

    2

    h-index

  5. Journal of Multivariate Analysis

    2 publications · 28 citations

    2

    h-index

1–5