Robust forecast aggregation: Fourier <i>L</i><sub>2</sub><i>E</i> regression (Q4961412)

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scientific article; zbMATH DE number 6967385
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Robust forecast aggregation: Fourier <i>L</i><sub>2</sub><i>E</i> regression
scientific article; zbMATH DE number 6967385

    Statements

    Robust forecast aggregation: Fourier <i>L</i><sub>2</sub><i>E</i> regression (English)
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    29 October 2018
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    Brier score
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    constrained data blurring
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    minimum distance criterion
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    probability extremization and normalization
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    variance-stabilizing transformation
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