Proper scoring rules for multivariate probabilistic forecasts based on aggregation and transformation

<p>Proper scoring rules are an essential tool to assess the predictive performance of probabilistic forecasts. However, propriety alone does not ensure an informative characterization of predictive performance, and it is recommended to compare forecasts using multiple scoring rules. With that...

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Bibliographic Details
Main Authors: R. Pic, C. Dombry, P. Naveau, M. Taillardat
Format: Article
Language:English
Published: Copernicus Publications 2025-03-01
Series:Advances in Statistical Climatology, Meteorology and Oceanography
Online Access:https://ascmo.copernicus.org/articles/11/23/2025/ascmo-11-23-2025.pdf
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