Backtestability and the ridge backtest (Q6187723): Difference between revisions

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+https://doi.org/10.3934/fmf.2023019
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+W4387757079
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Generalized quantiles as risk measures
@@ Property / cites work: Generalized quantiles as risk measures / rank @@
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+Higher order elicitability and Osband's principle
@@ Property / cites work: Higher order elicitability and Osband's principle / rank @@
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+Making and Evaluating Point Forecasts
@@ Property / cites work: Making and Evaluating Point Forecasts / rank @@
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+Asymmetric Least Squares Estimation and Testing
@@ Property / cites work: Asymmetric Least Squares Estimation and Testing / rank @@
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+Elicitability and backtesting: perspectives for banking regulation
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+COHERENCE AND ELICITABILITY
@@ Property / cites work: COHERENCE AND ELICITABILITY / rank @@
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