Sequential Probability Forecasts and the Probability Integral Transform

DOI10.2307/1403751MaRDI QIDQ4850130zbMATH OpenOpenAlexFDO

Authors Françoise Seillier-Moiseiwitsch

Publication date 14 November 1995

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403751

zbMATH Keywords

residualsforecastingprobability integral transformpredictive distributionsprobability modelsampling modelconditional probability integral transform

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

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Cited in

(3)

• On Testing the Validity of Sequential Probability Forecasts
• On-line predictive linear regression
• Conditional and predictive probability integral transforms

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