Scores for multivariate distributions and level sets
Forecasts of multivariate probability distributions are required for a variety of applications. Scoring rules enable the evaluation of forecast accuracy, and comparison between forecasting methods. We propose a theoretical framework for scoring rules for multivariate distributions, which encompasses...
| Main Authors: | , , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
INFORMS
2023
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