Elicitability and identifiability of set-valued measures of systemic risk (Q2022759)
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scientific article; zbMATH DE number 7341434
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| English | Elicitability and identifiability of set-valued measures of systemic risk |
scientific article; zbMATH DE number 7341434 |
Statements
Elicitability and identifiability of set-valued measures of systemic risk (English)
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29 April 2021
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consistent scoring functions
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Diebold-Mariano tests
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forecast evaluation
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\(M\)-estimation
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Murphy diagrams
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0.756538450717926
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0.7348622679710388
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0.7331790328025818
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0.7317174673080444
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0.7308509945869446
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