Messner, Jakob W.; Mayr, Georg J.; Zeileis, Achim; … - Institut für Finanzwissenschaft, Fakultät für … - 2013
, mostly only the ensemble mean is used as predictor variable, whereas the ensemble spread is neglected because it does not … regression, the ensemble spread only affects the location but not the variance of the predictive distribution. Uncertainty … information contained in the ensemble spread is therefore not utilized appropriately. To solve this drawback we propose a simple …