Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
No abstract is available for this item.
Volume (Year): 17 (2008)
Issue (Month): 2 (August)
|Contact details of provider:|| Web page: http://www.springer.com|
Web page: http://www.seio.es/
|Order Information:||Web: http://www.springer.com/statistics/journal/11749/PS2|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- R. Winkler & Javier Muñoz & José Cervera & José Bernardo & Gail Blattenberger & Joseph Kadane & Dennis Lindley & Allan Murphy & Robert Oliver & David Ríos-Insua, 1996. "Scoring rules and the evaluation of probabilities," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(1), pages 1-60, June.
- James E. Matheson & Robert L. Winkler, 1976. "Scoring Rules for Continuous Probability Distributions," Management Science, INFORMS, vol. 22(10), pages 1087-1096, June.
- Isao Ishida, 2005.
"Scanning Multivariate Conditional Densities with Probability Integral Transforms,"
CARF-F-045, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Isao Ishida, 2005. "Scanning Multivariate Conditional Densities with Probability Integral Transforms," CIRJE F-Series CIRJE-F-369, CIRJE, Faculty of Economics, University of Tokyo.
- 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 863-83, November.
When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:17:y:2008:i:2:p:211-235. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.