Search Results for author: Kevin Berk

Found 1 papers, 0 papers with code

Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules

no code implementations16 Oct 2019 Florian Ziel, Kevin Berk

The results also show that a proposed copula score provides very strong distinction between models with correct and incorrect dependency structure.

Cannot find the paper you are looking for? You can Submit a new open access paper.