continuous |
probability |
categorical |
statistical tests |
---|---|---|---|
MAE, MSE, RMSE |
CRPS |
FIRM |
Diebold Mariano (with the Harvey et al. 1997 and the Hering and Genton 2011 modifications) |
continuous |
probability |
categorical |
statistical tests |
---|---|---|---|
MAE, MSE, RMSE |
CRPS |
FIRM |
Diebold Mariano (with the Harvey et al. 1997 and the Hering and Genton 2011 modifications) |