Gneiting, Tilmann; Balabdaoui, Fadoua; Raftery, Adrian E. - In: Journal of the Royal Statistical Society Series B 69 (2007) 2, pp. 243-268
Probabilistic forecasts of continuous variables take the form of predictive densities or predictive cumulative distribution functions. We propose a diagnostic approach to the evaluation of predictive performance that is based on the paradigm of "maximizing the sharpness of the predictive...