A note on a conjectured sharpness principle for probabilistic forecasting with calibration

This note proves a weak sharpness principle as conjectured by Gneiting et al. (2007) in connection with probabilistic forecasting subject to calibration constraints. Copyright 2009, Oxford University Press.

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Year of publication:	2009
Authors:	Pal, Soumik
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 96.2009, 4, p. 1019-1023
Publisher:	Biometrika Trust

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008469330