On a conjectured sharpness principle for probabilistic forecasting with calibration

dc.creatorPal, Soumik
dc.date2009-02-02
dc.date.accessioned2026-07-07T12:37:03Z
dc.date.available2026-07-07T12:37:03Z
dc.descriptionThis note proves a weak type of the sharpness principle as conjectured by Gneiting, Balabdaoui, and Raftery in 2007 in connection with probabilistic forecasting subject to calibration constraints. A strong version of such a principle still awaits a proper formulation.
dc.description6 pages; accepted for publication in the Biometrika
dc.identifierhttps://arxiv.org/abs/0902.0342
dc.identifierhttp://arxiv.org/abs/0902.0342
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/218304
dc.subjectStatistics Theory
dc.subjectProbability
dc.titleOn a conjectured sharpness principle for probabilistic forecasting with calibration
dc.typetext

Files

Collections