Forecaster's dilemma: extreme events and forecast evaluation (Q1790391): Difference between revisions
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English | Forecaster's dilemma: extreme events and forecast evaluation |
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Forecaster's dilemma: extreme events and forecast evaluation (English)
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2 October 2018
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Diebold-Mariano test
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hindsight bias
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likelihood ratio test
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Neyman-Pearson lemma
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predictive performance
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probabilistic forecast
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proper weighted scoring rule
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rare and extreme events
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