Point forecasting and forecast evaluation with generalized Huber loss (Q2136606)

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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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