Work

Score-Based Calibration Testing for Multivariate Forecast Distributions

Year: 2023

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4350792

Authors: Malte Knüppel, Marc-Oliver Pohle, Fabian Krüger

Institutions: Deutsche Bundesbank, Goethe University Frankfurt, Karlsruhe Institute of Technology

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4319346974

Cites: 78

Cited by: 15

Related to: 10