Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination
From MaRDI portal
Publication:6144424
DOI10.1214/23-ejs2180arXiv2108.03210OpenAlexW3192681150MaRDI QIDQ6144424
Unnamed Author, Tilmann Gneiting
Publication date: 5 January 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.03210
model diagnosticscalibration testnonparametric isotonic regressionprequential principleconsistent scoring functionskill scorecanonical lossscore decomposition
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