Combining predictive distributions
From MaRDI portal
Publication:351688
DOI10.1214/13-EJS823zbMath1294.62220arXiv1106.1638OpenAlexW2964208955MaRDI QIDQ351688
Tilmann Gneiting, Roopesh Ranjan
Publication date: 9 July 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.1638
probability integral transformdensity forecastbeta transformconditional calibrationflexibly dispersiveforecast aggregationlinear poolprobabilistic calibration
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12) Decision theory (91B06) Financial applications of other theories (91G80)
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Uses Software
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