A note on a conjectured sharpness principle for probabilistic forecasting with calibration
Soumik Pal
Biometrika, 2009, vol. 96, issue 4, 1019-1023
Abstract:
This note proves a weak sharpness principle as conjectured by Gneiting et al. (2007) in connection with probabilistic forecasting subject to calibration constraints. Copyright 2009, Oxford University Press.
Date: 2009
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