Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
Evaluating density forecasts
Different methods of estimation lead to different forecasting densities, some of which
necessarily … must be wrong. The ranking of these non correct density forecasts is a
difficult task. This is because a ranking depends on … correct forecasts corresponds to the dashed 45
◦
-line that
connects the origin of the diagram (on the left side at the bottom …