The following pages link to Making and Evaluating Point Forecasts (Q91134):
Displaying 50 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- CRPS Learning (Q72766) (← links)
- scoringfunctions (Q91135) (← links)
- Imputation Scores (Q116910) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Understanding predictive information criteria for Bayesian models (Q260993) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Expectile asymptotics (Q309591) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends (Q439160) (← links)
- Comments on: Space-time wind speed forecasting for improved power system dispatch (Q464435) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Comparison of value-at-risk models using the MCS approach (Q736648) (← links)
- Bayesian structured additive distributional regression with an application to regional income inequality in Germany (Q746695) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Generalization error for Tweedie models: decomposition and error reduction with bagging (Q825308) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Probabilistic wind speed forecasting on a grid based on ensemble model output statistics (Q902907) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Phenomenological forecasting of disease incidence using heteroskedastic Gaussian processes: a dengue case study (Q1647581) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Using the Bayesian Shtarkov solution for predictions (Q1658740) (← links)
- A relative error-based approach for variable selection (Q1659002) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Marked self-exciting point process modelling of information diffusion on twitter (Q1728642) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Forecaster's dilemma: extreme events and forecast evaluation (Q1790391) (← links)
- Conditional expectiles, time consistency and mixture convexity properties (Q1799643) (← links)
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation (Q1939996) (← links)
- Robust VIF regression with application to variable selection in large data sets (Q1951534) (← links)
- A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
- A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
- Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
- On the indirect elicitability of the mode and modal interval (Q2023451) (← links)
- Probabilistic sensitivity measures as information value (Q2029043) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Joint generalized quantile and conditional tail expectation regression for insurance risk analysis (Q2038215) (← links)
- Scoring interval forecasts: equal-tailed, shortest, and modal interval (Q2040103) (← links)
- Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (Q2044330) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Inventory -- forecasting: mind the gap (Q2077906) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Optimal operational service levels in vendor managed inventory contracts -- an exact approach (Q2084047) (← links)
