Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination
Author:
Affiliation:
1. Computational Statistics, Heidelberg Institute for Theoretical Studies
2. Alfred Weber Institute for Economics, Heidelberg University
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Reference113 articles.
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4. FISSLER, T. and ZIEGEL, J. F. (2019). Order-sensitivity and equivariance of scoring functions. Electronic Journal of Statistics 13 1166–1211.
5. GNEITING, T. (2011). Making and evaluating point forecasts. Journal of the American Statistical Association 106 746–762.
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