Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
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DOI: 10.1016/j.ijforecast.2022.07.003
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Cited by:
- Allen, Sam & Koh, Jonathan & Segers, Johan & Ziegel, Johanna, 2024. "Tail calibration of probabilistic forecasts," LIDAM Discussion Papers ISBA 2024018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Keywords
CRPS; Extreme events; Probabilistic forecasting; Scoring rules; Calibration; Verification;All these keywords.
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