Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Romain Pic, Clément Dombry, Philippe Naveau, Maxime Taillardat
| Year of publication: |
2023
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| Authors: | Pic, Romain ; Dombry, Clément ; Naveau, Philippe ; Taillardat, Maxime |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 4, p. 1564-1572
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| Subject: | CRPS | Distributional regression | Kernel method | Minimax rate of convergence | Nearest neighbor method | Probabilistic forecasting | Regressionsanalyse | Regression analysis | Wahrscheinlichkeitsrechnung | Probability theory | Wirtschaftliche Konvergenz | Economic convergence | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465329