Calibration tests for multivariate Gaussian forecasts


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Date

2017-02

Publication Type

Journal Article

ETH Bibliography

yes

Citations

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Data

Rights / License

Permanent link

Publication status

published

Editor

Book title

Volume

154

Pages / Article No.

216 - 233

Publisher

Elsevier

Event

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Calibration test; Multivariate forecast; Dawid-Sebastiani score; Logarithmic score; Gaussian forecast; Uniform correlation matrix

Organisational unit

08845 - Balabdaoui, Fadoua (Tit.-Prof.) / Balabdaoui, Fadoua (Tit.-Prof.) check_circle

Notes

Published online 14 November 2016.

Funding

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