Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
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Volume (Year): 17 (2008)
Issue (Month): 2 (August)
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- Isao Ishida, 2005.
"Scanning Multivariate Conditional Densities with Probability Integral Transforms,"
CIRJE-F-369, CIRJE, Faculty of Economics, University of Tokyo.
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- Gneiting, Tilmann & Larson, Kristin & Westrick, Kenneth & Genton, Marc G. & Aldrich, Eric, 2006. "Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center: The Regime-Switching SpaceTime Method," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 968-979, September.
- Diebold, Francis X & Gunther, Todd A & Tay, Anthony S, 1998. "Evaluating Density Forecasts with Applications to Financial Risk Management," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 863-883, November.
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