Optimal probabilistic forecast: when do they work?

dc.creatorMartin, Gael M.
dc.creatorLoaiza Maya, Rubén
dc.creatorManeesoonthorn, Worapree
dc.creatorT.Frazier, David
dc.creatorRamírez Hassan, Andrés
dc.date.accessioned2022-11-29T17:00:24Z
dc.date.accessioned2023-08-28T14:20:04Z
dc.date.available2022-11-29T17:00:24Z
dc.date.available2023-08-28T14:20:04Z
dc.date.created2022-11-29T17:00:24Z
dc.date.issued2021-08-12
dc.identifier''They use simulation exercises to check the predictive performance of single parametric models, and forecasts produced by linear combinations of predictive distributions to document several novel findings within this paradigm that highlight the important interplay between the true data generating process, the assumed predictive model and the scoring rule''.
dc.identifierhttp://hdl.handle.net/10784/31969
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/8441776
dc.languageeng
dc.relation;5
dc.titleOptimal probabilistic forecast: when do they work?
dc.typeother


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