Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (Q6149861)

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scientific article; zbMATH DE number 7813297
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Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
scientific article; zbMATH DE number 7813297

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    Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (English)
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    5 March 2024
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    asymmetric continuous probabilistic score
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    asymmetric loss
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    density forecast
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    predictive distribution
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    probabilistic forecast
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    proper score
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    weighted score
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