Isotonic regression for elicitable functionals and their Bayes risk (Q2161182): Difference between revisions

@@ Property / author @@
+Johanna F. Ziegel
@@ Property / author: Johanna F. Ziegel / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q5658961
@@ Property / cites work: Q5658961 / rank @@
+Normal rank
@@ Property / cites work @@
+Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings
+Normal rank
@@ Property / cites work @@
+Higher order elicitability and Osband's principle
@@ Property / cites work: Higher order elicitability and Osband's principle / rank @@
+Normal rank
@@ Property / cites work @@
+Order-sensitivity and equivariance of scoring functions
+Normal rank
@@ Property / cites work @@
+Elicitation complexity of statistical properties
@@ Property / cites work: Elicitation complexity of statistical properties / rank @@
+Normal rank
@@ Property / cites work @@
+Making and Evaluating Point Forecasts
@@ Property / cites work: Making and Evaluating Point Forecasts / rank @@
+Normal rank
@@ Property / cites work @@
+Isotonic Distributional Regression
@@ Property / cites work: Isotonic Distributional Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
+Normal rank
@@ Property / cites work @@
+Monotone least squares and isotonic quantiles
@@ Property / cites work: Monotone least squares and isotonic quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Rejoinder: ``Elicitability and backtesting: perspectives for banking regulation''
+Normal rank
@@ Property / cites work @@
+Dynamic semiparametric models for expected shortfall (and value-at-risk)
+Normal rank
@@ Property / cites work @@
+COHERENCE AND ELICITABILITY
@@ Property / cites work: COHERENCE AND ELICITABILITY / rank @@
+Normal rank