Why scoring functions cannot assess tail properties (Q2326990)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Why scoring functions cannot assess tail properties |
scientific article |
Statements
Why scoring functions cannot assess tail properties (English)
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11 October 2019
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elicitability
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elicitation complexity
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extreme value index
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max-functional
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proper scoring rule
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scoring functions
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consistency
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tail equivalence
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