Forecaster's dilemma: extreme events and forecast evaluation (Q1790391)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecaster's dilemma: extreme events and forecast evaluation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forecaster's dilemma: extreme events and forecast evaluation |
scientific article |
Statements
Forecaster's dilemma: extreme events and forecast evaluation (English)
0 references
2 October 2018
0 references
Diebold-Mariano test
0 references
hindsight bias
0 references
likelihood ratio test
0 references
Neyman-Pearson lemma
0 references
predictive performance
0 references
probabilistic forecast
0 references
proper weighted scoring rule
0 references
rare and extreme events
0 references
0 references
0 references
0.7463152408599854
0 references
0.7233707308769226
0 references
0.7223268747329712
0 references
0.7056190371513367
0 references
0.7052248120307922
0 references