On a conjectured sharpness principle for probabilistic forecasting with calibration
Statistics Theory
2009-02-03 v1 Probability
Statistics Theory
Abstract
This note proves a weak type of the sharpness principle as conjectured by Gneiting, Balabdaoui, and Raftery in 2007 in connection with probabilistic forecasting subject to calibration constraints. A strong version of such a principle still awaits a proper formulation.
Keywords
Cite
@article{arxiv.0902.0342,
title = {On a conjectured sharpness principle for probabilistic forecasting with calibration},
author = {Soumik Pal},
journal= {arXiv preprint arXiv:0902.0342},
year = {2009}
}
Comments
6 pages; accepted for publication in the Biometrika