دنبال کردن
Fabian Krüger
عنوان
نقل شده توسط
نقل شده توسط
سال
Evaluating probabilistic forecasts with scoringRules
A Jordan, F Krüger, S Lerch
Journal of Statistical Software 90, 2019
2992019
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings
W Ehm, T Gneiting, A Jordan, F Krüger
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2016
2042016
Predictive inference based on Markov chain Monte Carlo output
F Krüger, S Lerch, TL Thorarinsdottir, T Gneiting
International Statistical Review 89, 274-301, 2021
1152021
Using entropic tilting to combine BVAR forecasts with external nowcasts
F Krüger, TE Clark, F Ravazzolo
Journal of Business & Economic Statistics 35 (3), 470-485, 2017
832017
Disagreement versus uncertainty: Evidence from distribution forecasts
F Krüger, I Nolte
Journal of Banking & Finance 72, S172-S186, 2016
572016
Generic conditions for forecast dominance
F Krüger, JF Ziegel
Journal of Business & Economic Statistics 39 (4), 972-983, 2021
512021
Robust forecast evaluation of expected shortfall
JF Ziegel, F Krüger, A Jordan, F Fasciati
Journal of Financial Econometrics 18 (1), 95-120, 2020
48*2020
From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting
O Grothe, F Kächele, F Krüger
Energy Economics 120, 106602, 2023
292023
bvarsv: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
F Krueger
R package: cran. r-project. org/package= bvarsv, 2015
262015
scoringRules: scoring rules for parametric and simulated distribution forecasts
A Jordan, F Krueger, S Lerch
R package version 0.9 3, 2017
252017
Quantifying subjective uncertainty in survey expectations
F Krüger, L Pavlova
International Journal of Forecasting 40 (2), 796-810, 2024
242024
Forecasting conditional probabilities of binary outcomes under misspecification
G Elliott, D Ghanem, F Krüger
Review of Economics and Statistics 98 (4), 742-755, 2016
192016
Forecast uncertainty, disagreement, and the linear pool
M Knüppel, F Krüger
Journal of Applied Econometrics 37 (1), 23-41, 2022
162022
Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms
F Krüger
Empirical Economics 53 (1), 235-246, 2017
152017
Score-based calibration testing for multivariate forecast distributions
M Knüppel, F Krüger, MO Pohle
arXiv preprint arXiv:2211.16362, 2022
102022
Predicting the global minimum variance portfolio
L Reh, F Krüger, R Liesenfeld
Journal of Business & Economic Statistics 41 (2), 440-452, 2023
92023
Forecast dominance testing via sign randomization
W Ehm, F Krüger
Electronic Journal of Statistics 12 (2), 3758-3793, 2018
72018
Combining density forecasts under various scoring rules: an analysis of UK inflation
F Krüger
Working Paper, Heidelberg Institute for Theoretical Studies, 2014
72014
Evaluation of probabilistic forecasts with the scoringRules package
A Jordan, F Krüger, S Lerch
EGU General Assembly Conference Abstracts, 3295, 2017
52017
Simplifying Random Forests' Probabilistic Forecasts
N Koster, F Krüger
arXiv preprint arXiv:2408.12332, 2024
42024
سیستم در حال حاضر قادر به انجام عملکرد نیست. بعداً دوباره امتحان کنید.
مقاله‌ها 1–20