Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood
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More about this item
Keywords
ensemble post-processing; maximum likelihood; CRPS minimization; probabilistic forecasting; distributional regression models;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-12-18 (Econometrics)
- NEP-FOR-2017-12-18 (Forecasting)
- NEP-ORE-2017-12-18 (Operations Research)
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