{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/forecast-dominance-testing-via-sign","title":"Forecast dominance testing via sign randomization","arxiv_id":"1707.03035","date":"2017-07-10","proceeding":null,"authors":["Werner Ehm","Fabian Krüger"],"abstract":"We propose randomization tests of whether forecast 1 outperforms forecast 2 across a class of scoring functions. This hypothesis is of applied interest: While the prediction context often prescribes a certain class of scoring functions, it is typically hard to motivate a specific choice on statistical or substantive grounds. We investigate the asymptotic behavior of the test statistics under mild conditions, avoiding the need to assume particular dynamic properties of forecasts and realizations. The properties of the one-sided tests depend on a corresponding version of Anderson's inequality, which we state as a conjecture of independent interest. Numerical experiments and a data example indicate that the tests have good size and power properties in practically relevant situations.","url_abs":"http://arxiv.org/abs/1707.03035v3","url_pdf":"http://arxiv.org/pdf/1707.03035v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"forecast-dominance-testing-via-sign","repo_url":"https://github.com/FK83/fdtest","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}