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Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
Taillardat, Maxime; Fougères, Anne-Laure; Naveau, Philippe - In: International journal of forecasting 39 (2023) 3, pp. 1448-1459
Persistent link: https://www.econbiz.de/10014465293
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Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain; Dombry, Clément; Naveau, Philippe; … - In: International journal of forecasting 39 (2023) 4, pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329