Point forecasting and forecast evaluation with generalized Huber loss (Q2136606)
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English | Point forecasting and forecast evaluation with generalized Huber loss |
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Point forecasting and forecast evaluation with generalized Huber loss (English)
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11 May 2022
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consistent scoring function
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decision theory
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forecast ranking
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economic utility
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elicitability
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expectile
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Huber loss
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quantile
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robust forecast verification
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