Score-based calibration testing for multivariate forecast distributions

Saved in:

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:

Subjects:

Forecast Evaluation

Density Forecasts

Ensemble Forecasts

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

ISBN:

9783957299291

Parent items:
Deutsche Bundesbank: Discussion paper