Combining predictive distributions (Q351688)

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scientific article
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Combining predictive distributions
scientific article

    Statements

    title
    Combining predictive distributions (English)
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    publication date
    9 July 2013
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    zbMATH Keywords
    beta transform
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    conditional calibration
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    density forecast
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    flexibly dispersive
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    forecast aggregation
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    linear pool
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    probability integral transform
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    probabilistic calibration
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    author
    Tilmann Gneiting
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    Roopesh Ranjan
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    describes a project that uses
    R
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    fGarch
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    RMetrics
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    cites work
    Q4865046
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    Q3683327
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    The Opinion Pool
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    Identifiers

    DOI
    10.1214/13-EJS823
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    Mathematics Subject Classification ID
    62M20
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    62M10
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    62P05
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    62P12
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    91B06
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    91G80
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    zbMATH DE Number
    6185331
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    arXiv ID
    1106.1638
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    OpenAlex ID
    W2964208955
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