Publications

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123 Publications visible to you, out of a total of 123

Forecaster’s dilemma: Extreme events and forecast evaluation

Computational Statistics

Abstract

Not specified

Authors: S. Lerch, T. L. Thorarinsdottir, F. Ravazzolo, T. Gneiting

Date Published: 2017

Publication Type: Journal

DOI: 10.1214/16-STS588

Citation: Statistical Science, 32(1):106–127

Created: 7th Sep 2019 at 10:36, Last updated: 8th Mar 2024 at 14:05

Discussion of “Elicitability and backtesting: Perspectives for banking regulation”

Computational Statistics

Abstract

Not specified

Author: P. Schmidt

Date Published: 2017

Publication Type: Journal

DOI: 10.1214/17-AOAS1041B

Citation: Annals of Applied Statistics, 11(4):1883–1885

Created: 7th Sep 2019 at 10:36, Last updated: 10th May 2024 at 12:32

Survey-based forecast distributions for Euro Area growth and inflation: Ensembles versus histograms

Computational Statistics

Abstract

Not specified

Author: Fabian Krüger

Date Published: 2017

Publication Type: Journal

DOI: 10.1007/s00181-017-1228-3

Citation: Empirical Economics, 53(1):235–246

Created: 13th Dec 2021 at 09:49, Last updated: 10th May 2024 at 12:32

Using entropic tilting to combine BVAR forecasts with external nowcasts

Computational Statistics

Abstract

Not specified

Authors: Fabian Krüger, Todd E. Clark, Francesco Ravazzolo

Date Published: 2017

Publication Type: Journal

DOI: 10.1080/07350015.2015.1087856

Citation: Journal of Business & Economic Statistics, 35(3):470–485

Created: 13th Dec 2021 at 09:51, Last updated: 10th May 2024 at 12:33

Ensemble calibration with preserved correlations: Unifying and comparing ensemble copula coupling and member‐by‐member postprocessing

Computational Statistics

Abstract

Not specified

Author: Roman Schefzik

Date Published: 2017

Publication Type: Journal

DOI: 10.1002/qj.2984

Citation: Quarterly Journal of the Royal Meteorological Society, 143(703):999–1008

Created: 13th Dec 2021 at 09:55, Last updated: 10th May 2024 at 12:47

Reproducibility from the perspective of meta-analysis

Computational Statistics

Abstract

Not specified

Author: W. Ehm

Date Published: 11th Jul 2016

Publication Type: InCollection

DOI: 10.1002/9781118865064.ch7

Citation: In Reproducibility: Principles, Problems, Practices, and Prospects, Eds: Atmanspacher H, Maasen S, Wiley, Hoboken, pp. 141–167

Created: 7th Sep 2019 at 07:50, Last updated: 5th Mar 2024 at 21:23

Of quantiles and expectiles: Consistent scoring functions, Choquet representations and forecast rankings (with discussion and reply)

Computational Statistics

Abstract

Not specified

Authors: W. Ehm, T. Gneiting, A. Jordan, F.. Krueger

Date Published: 2016

Publication Type: Journal

Citation: Journal of the Royal Statistical Society: Series B (Statistical Methodology), 78(3):505–562

Created: 7th Sep 2019 at 05:34, Last updated: 8th Mar 2024 at 14:05

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