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Scores for Multivariate Distributions and Level Sets
Operational Research (OR), 2020
21 February 2020
Xiaochun Meng
James W. Taylor
Souhaib Ben Taieb
Siran Li
AI4TS
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Papers citing
"Scores for Multivariate Distributions and Level Sets"
2 / 2 papers shown
Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation
Romain Pic
Clément Dombry
Philippe Naveau
Maxime Taillardat
AI4TS
304
8
0
30 Jun 2024
Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
International Journal of Forecasting (IJF), 2023
Jonathan Berrisch
F. Ziel
485
18
0
17 Mar 2023
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