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A Score Regression Approach to Assess Calibration of Continuous Probabilistic Predictions
5 references·2 citing·20 second hop
A Score Regression Approach to Assess Calibration of Continuous Probabilistic Predictions (2010)A Score Regression Approach to Assess Cal…The analysis of heterogeneous time trends in multivariate age–period–cohort models (2009)The analysis of heterogeneous…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…Probabilistic Forecasts, Calibration and Sharpness (2007)Probabilistic Forecasts, Cali…Coherent dispersion criteria for optimal experimental design (1999)Coherent dispersion criteria …Diagnostic checks of non‐standard time series models (1985)Diagnostic checks of non‐stan…Cross-calibration of probabilistic forecasts (2017)Cross-calibration of probabil…Calibration tests for count data (2014)Calibration tests for count d…Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Forecasting: theory and practice (2022)Applied Statistical Decision Theory (1962)Design and Analysis of Computer Experiments (1989)Bayesian Experimental Design: A Review (1995)Making and Evaluating Point Forecasts (2011)Probabilistic Forecasting (2014)Comparing Predictive Accuracy (1994)Evaluating Interval Forecasts (1998)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Comparing Predictive Accuracy (1995)Time Series Analysis Forecasting and Control (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical aspects of ARCH and stochastic volatility (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Gaussian Markov Random Fields (2005)Gaussian Markov Random Fields: Theory and Applications (2005)Age–period–cohort analysis in the 1870s: Diagrams, stereograms, and the basic differential equation (2011)Bayesian age–period–cohort models with versatile interactions and long‐term predictions: mortality and population in Finland 1878–2050 (2013)Bayesian Poisson log-bilinear models for mortality projections with multiple populations (2015)
this work references cited by second hop

References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,848 cited
  • 2007Probabilistic Forecasts, Calibration and Sharpness1,793 cited
  • 1999Coherent dispersion criteria for optimal experimental design162 cited
  • 1985Diagnostic checks of non‐standard time series models117 cited
  • 2009The analysis of heterogeneous time trends in multivariate age–period–cohort models54 cited

Cited by

  • 2014Calibration tests for count data28 cited
  • 2017Cross-calibration of probabilistic forecasts24 cited

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