Forecaster's dilemma: extreme events and forecast evaluation (Q1790391)

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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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