... and kernel methods) to each other, selected parametric benchmarks and estimates based on the idea of forecast combination. Design/methodology/approach Within a multidimensional simulation setup (spanned by different distributional settings, sample sizes and confidence levels), the authors rank...

... of the paper, the author describes methods for simulating random variables, and explores whether it is possible in practice to distinguish between the knowable complexity of compressible random variables and the unknowable complexity of incompressible random variables. Findings In Part 2 of the paper...