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Continuous ranked probability score
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International journal of forecasting
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Testing for multinormality with goodness-of-fit tests based on phi divergence measures
Madukaife, Mbanefo S.
;
Nduka, Uchenna C.
;
Ossai, …
- In:
Statistics in transition : an international journal of …
26
(
2025
)
2
,
pp. 129-149
In this paper, a
beta
transform
of multivariate normal datasets is obtained. The phi divergence measure, DΦ …
Persistent link: https://www.econbiz.de/10015447277
Saved in:
2
CRPS-based online learning for nonlinear probabilistic forecast combination
Meer, Dennis van der
;
Pinson, Pierre
;
Camal, Simon
; …
- In:
International journal of forecasting
40
(
2024
)
4
,
pp. 1449-1466
Persistent link: https://www.econbiz.de/10015438423
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