Early Warning with Calibrated and Sharper Probabilistic Forecasts

DOI10.1002/FOR.2242zbMath1397.62347arXiv1112.6390OpenAlexW1796823138MaRDI QIDQ4687335

Reason L. Machete

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.6390

zbMATH Keywords

combining forecastsscoring ruledensity forecastsconditional density forecastsunconditional density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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