Copula calibration
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Publication:485915
DOI10.1214/14-EJS964zbMath1325.62108arXiv1307.7650MaRDI QIDQ485915
Tilmann Gneiting, Johanna F. Ziegel
Publication date: 14 January 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.7650
copula; multivariate calibration; ensemble prediction; density forecast evaluation; Kendall distribution
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Uses Software