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math.ST2023
Stone's theorem for distributional regression in Wasserstein distance
Clément Dombry, Thibault Modeste, Romain Pic
We extend the celebrated Stone's theorem to the framework of distributional regression. More precisely, we prove that weighted empirical distribution with local probability weights…
math.ST2022★ 6 cited
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk
Romain Pic, Clément Dombry, Philippe Naveau +1
The theoretical advances on the properties of scoring rules over the past decades have broadened the use of scoring rules in probabilistic forecasting. In meteorological forecastin…