Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings (Q5378146): Difference between revisions

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scientific article; zbMATH DE number 7064964
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English
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings
scientific article; zbMATH DE number 7064964

    Statements

    Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings (English)
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    12 June 2019
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    Choquet representation
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    consistent scoring function
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    decision theory
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    economic utility
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    elicitable
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    expectile
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    forecast ranking
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    order sensitivity
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    point forecast
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    probability forecast
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    quantile
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