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Arkib entri:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Buku

(?):

Evaluating Probability Forecasts (2014) (?)

Penghantaran dari: Amerika SyarikatBuku JermanIni adalah sebuah buku paperbackBuku baru
ISBN:

9783639407556 (?) atau 3639407555

, dalam Bahasa german, BLUES KIDS OF AMER 01/10/2014, Paperback, Baru
New Book. This item is printed on demand. Shipped from US This item is printed on demand.
Data dari 19/10/2014 03:05h
ISBN (notasi alternatif): 3-639-40755-5, 978-3-639-40755-6
Arkib entri:
9783639407556 - Dominik Beck: Evaluating Probability Forecasts - Buku

(?):

Evaluating Probability Forecasts (2014) (?)

Penghantaran dari: JermanBuku JermanIni adalah sebuah buku paperbackBuku baruPencetakan semula
ISBN:

9783639407556 (?) atau 3639407555

, dalam Bahasa german, Av Akademikerverlag Mrz 2014, Paperback, Baru, Pencetakan semula
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
Lebih…
Data dari 19/10/2014 03:05h
ISBN (notasi alternatif): 3-639-40755-5, 978-3-639-40755-6
Arkib entri:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Buku

(?):

Evaluating Probability Forecasts (2012) (?)

Penghantaran dari: JermanBuku JermanIni adalah sebuah buku paperbackBuku baruPencetakan semula
ISBN:

9783639407556 (?) atau 3639407555

, dalam Bahasa german, AV Akademikerverlag, Paperback, Baru, Pencetakan semula
This item is printed on demand for shipment within 3 working days.
Data dari 19/10/2014 03:05h
ISBN (notasi alternatif): 3-639-40755-5, 978-3-639-40755-6
Arkib entri:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Buku

(?):

Evaluating Probability Forecasts (2014) (?)

Penghantaran dari: JermanBuku JermanIni adalah sebuah buku paperbackBuku baru
ISBN:

9783639407556 (?) atau 3639407555

, dalam Bahasa german, BLUES KIDS OF AMER 01/10/2014, Paperback, Baru
New Book. Shipped from UK. This item is printed on demand.
Data dari 19/10/2014 03:05h
ISBN (notasi alternatif): 3-639-40755-5, 978-3-639-40755-6
Arkib entri:
9783639407556 - Beck, Dominik: Evaluating Probability Forecasts - Buku

(?):

Evaluating Probability Forecasts (?)

Penghantaran dari: JermanBuku JermanIni adalah sebuah buku paperbackBuku baru
ISBN:

9783639407556 (?) atau 3639407555

, dalam Bahasa german, Av Akademikerverlag, Paperback, Baru
Penghantaran percuma
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
Lebih…
Data dari 24/09/2015 16:49h
ISBN (notasi alternatif): 3-639-40755-5, 978-3-639-40755-6

9783639407556

Mencari semua buku-buku yang disediakan untuk nombor ISBN 9783639407556 Bandingkan harga yang cepat dan mudah dan memerintahkan dengan serta-merta.

Terdapat buku-buku yang jarang berlaku, buku-buku terpakai dan buku tangan kedua tajuk "Evaluating Probability Forecasts: Theory and Application to Macroeconomic Survey Data" dari Beck, Dominik benar-benar disenaraikan.

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