Browsing Arbeidsnotater / Working Papers by Author "Bassetti, Federico"
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Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco (Working Papers;3/2015, Working paper, 2015)We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination ...