Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (Q6144424)
From MaRDI portal
scientific article; zbMATH DE number 7784494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination |
scientific article; zbMATH DE number 7784494 |
Statements
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (English)
0 references
5 January 2024
0 references
calibration test
0 references
canonical loss
0 references
consistent scoring function
0 references
model diagnostics
0 references
nonparametric isotonic regression
0 references
prequential principle
0 references
score decomposition
0 references
skill score
0 references
0 references
0 references
0 references
0 references
0 references
0 references
