Combining predictive distributions

Electronic Journal of Statistics

Volumn 7, Issue 1, 2013, Pages 1747-1782

  Gneiting, Tilmann ^a   Ranjan, Roopesh ^b  

^a UNIVERSITY OF HEIDELBERG   (Germany)

^b Logica Private Limited   (India)

Author keywords

Beta transform; Conditional calibration; Density forecast; Flexibly dispersive; Forecast aggregation; Linear pool; Probabilistic calibration; Probability integral transform

Indexed keywords

EID: 84884938611     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/13-EJS823     Document Type: Article

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