A note on a conjectured sharpness principle for probabilistic forecasting with calibration

This note proves a weak sharpness principle as conjectured by Gneiting et al. (2007) in connection with probabilistic forecasting subject to calibration constraints. Copyright 2009, Oxford University Press.

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Bibliographic Details
Published inBiometrika Vol. 96; no. 4; pp. 1019 - 1023
Main Author Pal, Soumik
Format Journal Article
LanguageEnglish
Published Oxford University Press for Biometrika Trust 01.12.2009
SeriesBiometrika
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Summary:This note proves a weak sharpness principle as conjectured by Gneiting et al. (2007) in connection with probabilistic forecasting subject to calibration constraints. Copyright 2009, Oxford University Press.
ISSN:0006-3444
1464-3510
DOI:10.1093/biomet/asp054