Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts

DOI10.1007/s11004-017-9709-7zbMath1406.86040OpenAlexW2769752211WikidataQ59603566 ScholiaQ59603566MaRDI QIDQ1719868

Philippe Naveau, Michaël Zamo

Publication date: 12 February 2019

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11004-017-9709-7

zbMATH Keywords

estimationcontinuous ranked probability scoreforecast comparisonensemble weather forecasts

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32) Meteorology and atmospheric physics (86A10)

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Uses Software

• LMOMENTS
• energy
• TBSIM

Cites Work

• Energy statistics: a class of statistics based on distances
• Probability weighted moments properties for small samples
• Scoring rules and the evaluation of probabilities. (With discussion)
• Scoring Rules for Continuous Probability Distributions
• Strictly Proper Scoring Rules, Prediction, and Estimation
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