Score-based calibration testing for multivariate forecast distributions

Bibliographic Details

Authors and Corporations:	Knüppel, Malte (Author), Krüger, Fabian (Author), Pohle, Marc-Oliver (Author)
Other Authors:	Krüger, Fabian [Author] • Pohle, Marc-Oliver [Author]
Type of Resource:	E-Book
Language:	English
published:	Frankfurt am Main Deutsche Bundesbank [2022]
Series:	Deutsche Bundesbank: Discussion paper ; no 2022, 50
Subjects:	Forecast Evaluation Density Forecasts Ensemble Forecasts Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
ISBN:	9783957299291