4.5 Article

Local scale invariance and robustness of proper scoring rules

Related references

Note: Only part of the references are listed.
Article Environmental Studies

Development of urban types based on network centrality, built density and their impact on pedestrian movement

Meta Berghauser Pont et al.

ENVIRONMENT AND PLANNING B-URBAN ANALYTICS AND CITY SCIENCE (2019)

Review Green & Sustainable Science & Technology

Recent advances in electricity price forecasting: A review of probabilistic forecasting

Jakub Nowotarski et al.

RENEWABLE & SUSTAINABLE ENERGY REVIEWS (2018)

Article Meteorology & Atmospheric Sciences

The Met Office convective-scale ensemble, MOGREPS-UK

Susanna Hagelin et al.

QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY (2017)

Article Statistics & Probability

Forecaster's Dilemma: Extreme Events and Forecast Evaluation

Sebastian Lerch et al.

STATISTICAL SCIENCE (2017)

Article Statistics & Probability

ELICITABILITY AND BACKTESTING: PERSPECTIVES FOR BANKING REGULATION

Natalia Nolde et al.

ANNALS OF APPLIED STATISTICS (2017)

Article Economics

Combining density forecasts using focused scoring rules

Anne Opschoor et al.

JOURNAL OF APPLIED ECONOMETRICS (2017)

Article Statistics & Probability

Minimum Scoring Rule Inference

A. Philip Dawid et al.

SCANDINAVIAN JOURNAL OF STATISTICS (2016)

Article Environmental Sciences

Mixture EMOS model for calibrating ensemble forecasts of wind speed

S. Baran et al.

ENVIRONMETRICS (2016)

Article Geosciences, Multidisciplinary

Does non-stationary spatial data always require non-stationary random fields?

Geir-Arne Fuglstad et al.

SPATIAL STATISTICS (2015)

Article Geosciences, Multidisciplinary

Estimation of a non-stationary model for annual precipitation in southern Norway using replicates of the spatial field

Rikke Ingebrigtsen et al.

SPATIAL STATISTICS (2015)

Article Meteorology & Atmospheric Sciences

PEARP, the Meteo-France short-range ensemble prediction system

L. Descamps et al.

QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY (2015)

Article Statistics & Probability

Theory and applications of proper scoring rules

Alexander Philip Dawid et al.

METRON-INTERNATIONAL JOURNAL OF STATISTICS (2014)

Article Meteorology & Atmospheric Sciences

Comparison of non-homogeneous regression models for probabilistic wind speed forecasting

Sebastian Lerch et al.

TELLUS SERIES A-DYNAMIC METEOROLOGY AND OCEANOGRAPHY (2013)

Article Statistics & Probability

PROPER LOCAL SCORING RULES

Matthew Parry et al.

ANNALS OF STATISTICS (2012)

Article Meteorology & Atmospheric Sciences

Generalization of the Ignorance Score: Continuous Ranked Version and Its Decomposition

Julian Toedter et al.

MONTHLY WEATHER REVIEW (2012)

Article Meteorology & Atmospheric Sciences

Evaluating raw ensembles with the continuous ranked probability score

Jochen Broecker

QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY (2012)

Article Statistics & Probability

Exceedance Probability Score: A Novel Measure for Comparing Probabilistic Predictions

I. Juutilainen et al.

JOURNAL OF STATISTICAL THEORY AND PRACTICE (2012)

Article Economics

Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules

Tilmann Gneiting et al.

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2011)

Article Economics

Volatility forecast comparison using imperfect volatility proxies

Andrew J. Patton

JOURNAL OF ECONOMETRICS (2011)

Article Statistics & Probability

The geometry of proper scoring rules

A. P. Dawid

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (2007)

Article Statistics & Probability

Probabilistic forecasts, calibration and sharpness

Tilmann Gneiting et al.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2007)

Review Statistics & Probability

Strictly proper scoring rules, prediction, and estimation

Tilmann Gneiting et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2007)

Article Meteorology & Atmospheric Sciences

Evaluation of probabilistic prediction systems for a scalar variable

G Candille et al.

QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY (2005)

Article Statistics & Probability

Weather forecasting for weather derivatives

SD Campbell et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2005)

Article Statistics & Probability

Forecast uncertainties in macroeconomic modeling: An application to the UK economy

A Garratt et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2003)

Article Meteorology & Atmospheric Sciences

Combining dynamical and statistical ensembles

MS Roulston et al.

TELLUS SERIES A-DYNAMIC METEOROLOGY AND OCEANOGRAPHY (2003)

Article Geosciences, Multidisciplinary

An empirical comparison of kriging methods for nonlinear spatial point prediction

RA Moyeed et al.

MATHEMATICAL GEOLOGY (2002)

Article Meteorology & Atmospheric Sciences

The economic value of ensemble forecasts as a tool for risk assessment: From days to decades

TN Palmer

QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY (2002)