Calibration tests for multivariate Gaussian forecasts (Q730441)

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scientific article; zbMATH DE number 6668710
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    Calibration tests for multivariate Gaussian forecasts
    scientific article; zbMATH DE number 6668710

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      Calibration tests for multivariate Gaussian forecasts (English)
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      28 December 2016
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      calibration test
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      multivariate forecast
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      Dawid-Sebastiani score
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      logarithmic score
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      Gaussian forecast
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      uniform correlation matrix
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