On a conjectured sharpness principle for probabilistic forecasting with calibration

Details On a conjectured sharpness principle for probabilistic forecasting with calibration On a conjectured sharpness principle for probabilistic forecasting with calibration

2009-02-02

arxiv.org/abs/0902.0342v1

Mathematics

Statistics Theory

6 pages; accepted for publication in the Biometrika

Scientific paper

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.

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