A note on a conjectured sharpness principle for probabilistic forecasting with calibration

成果类型:
Article
署名作者:
Pal, Soumik
署名单位:
University of Washington; University of Washington Seattle
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/asp054
发表日期:
2009
页码:
10191023
关键词:
摘要:
This note proves a weak sharpness principle as conjectured by Gneiting et al. (2007) in connection with probabilistic forecasting subject to calibration constraints.