Prequential Probability: Principles and Properties
Forcaster has to predict, sequentially, a string of uncertain quantities (X1,X2,... ), whose values are determined and revealed, one by one, by Nature. Various criteria may be proposed to assess Forecaster's empirical performance. The weak prequential principle requires that such a criterion sh...
| Veröffentlicht in: | Bernoulli. - International Statistical Institute and Bernoulli Society for Mathematical Statistics and Probability, 1995. - 5(1999), 1, Seite 125-162 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1999
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| Zugriff auf das übergeordnete Werk: | Bernoulli |
| Schlagworte: | Farthingale Forecasting Goodness of fit Limit theorems of probability theory Martingale Perfect-information game Strong prequential principle Weak prequential principle Mathematics Environmental studies |