Sensitivity measures based on scoring functions (Q6167385): Difference between revisions

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+Probabilistic sensitivity measures as information value
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+Sensitivity analysis: a review of recent advances
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+Robustness and sensitivity analysis of risk measurement procedures
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+The geometry of proper scoring rules
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+Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings
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+Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals
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+Measurability of functionals and of ideal point forecasts
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+Higher order elicitability and Osband's principle
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+Order-sensitivity and equivariance of scoring functions
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+On the elicitability of range value at risk
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+Global Sensitivity Analysis and Wasserstein Spaces
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+New sensitivity analysis subordinated to a contrast
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+Sensitivity Analysis Based on Cramér--von Mises Distance
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+Making and Evaluating Point Forecasts
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+Strictly Proper Scoring Rules, Prediction, and Estimation
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+On a multivariate copula-based dependence measure and its estimation
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+The mode functional is not elicitable
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+Is the mode elicitable relative to unimodal distributions?
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+Estimation of quantile oriented sensitivity indices
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+Q5253267
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+Elicitability and backtesting: perspectives for banking regulation
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+Data-based ranking of realised volatility estimators
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+Reverse sensitivity testing: what does it take to break the model?
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+Copula theory and probabilistic sensitivity analysis: is there a connection?
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+On measures of dependence
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+Q5444939
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+On the Relative Importance of Input Factors in Mathematical Models
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+Using Proper Divergence Functions to Evaluate Climate Models
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+Risk functionals with convex level sets
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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+Publication:6167385