Pages that link to "Item:Q737965"

The following pages link to Likelihood-based scoring rules for comparing density forecasts in tails (Q737965):

Displaying 16 items.

• Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
• Forecaster's dilemma: extreme events and forecast evaluation (Q1790391) (← links)
• Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
• Measurability of functionals and of ideal point forecasts (Q2084467) (← links)
• Properization: constructing proper scoring rules via Bayes acts (Q2183761) (← links)
• Partially censored posterior for robust and efficient risk evaluation (Q2190228) (← links)
• Exceedance probability score: a novel measure for comparing probabilistic predictions (Q2320780) (← links)
• Why scoring functions cannot assess tail properties (Q2326990) (← links)
• Generalised density forecast combinations (Q2354855) (← links)
• A Bayesian semiparametric model for volatility with a leverage effect (Q2361227) (← links)
• Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
• Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
• Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals (Q2631371) (← links)
• A new time-varying model for forecasting long-memory series (Q2664998) (← links)
• Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores (Q6062232) (← links)
• Using proxies to improve forecast evaluation (Q6179125) (← links)