Comparing density forecasts using threshold- and quantile-weighted scoring rules (Q3089158)
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scientific article; zbMATH DE number 5942137
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| English | Comparing density forecasts using threshold- and quantile-weighted scoring rules |
scientific article; zbMATH DE number 5942137 |
Statements
Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (English)
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24 August 2011
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continuous ranked probability score
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predictive ability testing
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probabilistic forecast
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proper scoring rule
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quantile
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weighted likelihood ratio test
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0.8325299024581909
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0.7722300887107849
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0.7438597083091736
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0.7427500486373901
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