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stat.ME2023★ 2 cited
Decompositions of the mean continuous ranked probability score
Sebastian Arnold, Eva-Maria Walz, Johanna Ziegel +1
The continuous ranked probability score (crps) is the most commonly used scoring rule in the evaluation of probabilistic forecasts for real-valued outcomes. To assess and rank fore…
math.ST2023★ 1 cited
Isotonic conditional laws
Sebastian Arnold, Johanna Ziegel
We introduce isotonic conditional laws (ICL) which extend the classical notion of conditional laws by the additional requirement that there exists an isotonic relationship between…