Assessment of probabilistic forecasts: Proper scoring rules and moments
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References listed on IDEAS
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More about this item
Keywordsprobabilistic forecast; forecast calibration; probability integral transform; scoring rule;
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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