The Continuous Rank Probability Score of a Generalized Beta-Prime Distribution and Some Special Cases
作者
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Matthew LeDuc
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2026
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美国United States
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Abstract
This working paper describes new results in derivations of the Continuous Ranked Probability Score of a generalized beta-prime distribution and several special cases, such as the Dagum distribution and Singh-Maddala distribution. Comparison with Monte Carlo estimates is also presented.
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