Calibration tests for multivariate Gaussian forecasts (Q730441)

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scientific article; zbMATH DE number 6668710
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English
Calibration tests for multivariate Gaussian forecasts
scientific article; zbMATH DE number 6668710

    Statements

    Calibration tests for multivariate Gaussian forecasts (English)
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    28 December 2016
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    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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