Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (Q6144424)
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scientific article; zbMATH DE number 7784494
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| English | Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination |
scientific article; zbMATH DE number 7784494 |
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Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (English)
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5 January 2024
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calibration test
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canonical loss
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consistent scoring function
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model diagnostics
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nonparametric isotonic regression
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prequential principle
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score decomposition
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skill score
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