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Calibration tests for multivariate Gaussian forecasts - MaRDI portal

Calibration tests for multivariate Gaussian forecasts (Q730441)

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scientific article; zbMATH DE number 6668710
Language Label Description Also known as
English
Calibration tests for multivariate Gaussian forecasts
scientific article; zbMATH DE number 6668710

    Statements

    title
    Calibration tests for multivariate Gaussian forecasts (English)
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    author
    Wei Wei
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    Fadoua Balabdaoui
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    Leonhard Held
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    publication date
    28 December 2016
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    zbMATH Keywords
    calibration test
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    multivariate forecast
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    Dawid-Sebastiani score
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    logarithmic score
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    Gaussian forecast
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    uniform correlation matrix
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    describes a project that uses
    Survey
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    Surveillance
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    BAPC
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    Identifiers

    Mathematics Subject Classification ID
    62H15
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    62E20
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    62P10
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    62J05
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    zbMATH DE Number
    6668710
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    OpenAlex ID
    W2555704046
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