Sensitivity measures based on scoring functions (Q6167385)

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scientific article; zbMATH DE number 7709087
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Sensitivity measures based on scoring functions
scientific article; zbMATH DE number 7709087

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    Sensitivity measures based on scoring functions (English)
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    10 July 2023
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    consistency
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    elicitability
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    expected shortfall
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    information value
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    value-at-risk
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