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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