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Архивен запис:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Книга

:

Evaluating Probability Forecasts (2014)

Доставка от: Съединените щати на АмерикаНемски книгаТова е книга, меки корициНова книга
ISBN:

9783639407556 (?) или 3639407555

, на немски език, BLUES KIDS OF AMER 01/10/2014, Меки корици, Нов
New Book. This item is printed on demand. Shipped from US This item is printed on demand.
Данни от 19.10.2014 03:05h
ISBN (алтернативни означения): 3-639-40755-5, 978-3-639-40755-6
Архивен запис:
9783639407556 - Dominik Beck: Evaluating Probability Forecasts - Книга

:

Evaluating Probability Forecasts (2014)

Доставка от: ГерманияНемски книгаТова е книга, меки корициНова книгапрепечатайте
ISBN:

9783639407556 (?) или 3639407555

, на немски език, Av Akademikerverlag Mrz 2014, Меки корици, Нов, препечатайте
This item is printed on demand - Print on Demand Titel. Neuware - Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, e.g. in economics the Survey of Professional Forecasters (SPF). In order to determine 'good' probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme. 92 pp. Englisch
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Данни от 19.10.2014 03:05h
ISBN (алтернативни означения): 3-639-40755-5, 978-3-639-40755-6
Архивен запис:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Книга

:

Evaluating Probability Forecasts (2012)

Доставка от: ГерманияНемски книгаТова е книга, меки корициНова книгапрепечатайте
ISBN:

9783639407556 (?) или 3639407555

, на немски език, AV Akademikerverlag, Меки корици, Нов, препечатайте
This item is printed on demand for shipment within 3 working days.
Данни от 19.10.2014 03:05h
ISBN (алтернативни означения): 3-639-40755-5, 978-3-639-40755-6
Архивен запис:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Книга

:

Evaluating Probability Forecasts (2014)

Доставка от: ГерманияНемски книгаТова е книга, меки корициНова книга
ISBN:

9783639407556 (?) или 3639407555

, на немски език, BLUES KIDS OF AMER 01/10/2014, Меки корици, Нов
New Book. Shipped from UK. This item is printed on demand.
Данни от 19.10.2014 03:05h
ISBN (алтернативни означения): 3-639-40755-5, 978-3-639-40755-6
Архивен запис:
9783639407556 - Beck, Dominik: Evaluating Probability Forecasts - Книга

:

Evaluating Probability Forecasts

Доставка от: ГерманияНемски книгаТова е книга, меки корициНова книга
ISBN:

9783639407556 (?) или 3639407555

, на немски език, Av Akademikerverlag, Меки корици, Нов
Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, e.g. in economics the Survey of Professional Forecasters (SPF). In order to determine "good" probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme.92 S. 220 mmVersandfertig in 3-5 Tagen, Softcover
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Данни от 24.09.2015 16:49h
ISBN (алтернативни означения): 3-639-40755-5, 978-3-639-40755-6

9783639407556

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Налични редки книги, употребявани книги и втора ръка книги за титлата "Evaluating Probability Forecasts: Theory and Application to Macroeconomic Survey Data" от Beck, Dominik са напълно описани.

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