Isotonic Distributional Regression

DOI10.1111/rssb.12450OpenAlexW3203922546MaRDI QIDQ5087427

Johanna F. Ziegel, Tilmann Gneiting, Alexander Henzi

Publication date: 11 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.03725

zbMATH Keywords

monotonicityweather predictionstochastic orderprobabilistic forecastproper scoring rulesubaggingconditional distribution estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Isotonic regression for elicitable functionals and their Bayes risk ⋮ Risk aggregation under dependence uncertainty and an order constraint ⋮ Isotonic recalibration under a low signal-to-noise ratio ⋮ Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression ⋮ Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination ⋮ Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output ⋮ Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering

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