Cross-calibration of probabilistic forecasts

20 May 2015

Papers citing "Cross-calibration of probabilistic forecasts"

5 / 5 papers shown

Title
Forecasting: theory and practice F. Petropoulos D. Apiletti Vassilios Assimakopoulos M. Z. Babai Devon K. Barrow ... J. Arenas Xiaoqian Wang R. L. Winkler Alisa Yusupova F. Ziel AI4TS 138 382 0 04 Dec 2020
Elicitability and Identifiability of Systemic Risk Measures Tobias Fissler Jana Hlavinová Birgit Rudloff 102 6 0 02 Jul 2019
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions Maxime Taillardat Anne-Laure Fougères Philippe Naveau Raphaël de Fondeville 71 22 0 10 May 2019
Forecast dominance testing via sign randomization W. Ehm Fabian Kruger 78 5 0 10 Jul 2017
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings W. Ehm T. Gneiting Alexander I. Jordan Fabian Kruger AI4TS 91 166 0 27 Mar 2015