Cross-calibration of probabilistic forecasts

DOI10.1214/17-EJS1244zbMath1388.62276arXiv1505.05314OpenAlexW2963021488MaRDI QIDQ521318

Christof Strähl, Johanna F. Ziegel

Publication date: 7 April 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.05314

zbMATH Keywords

calibrationprobability integral transformpredictive distributionproper scoring ruleprediction space

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Related Items (5)

Forecast dominance testing via sign randomization ⋮ Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination ⋮ Sequentially valid tests for forecast calibration ⋮ Elicitability and identifiability of set-valued measures of systemic risk ⋮ Forecaster's dilemma: extreme events and forecast evaluation

This page was built for publication: Cross-calibration of probabilistic forecasts