Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. With discussion and authors' reply (Q5378146)
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scientific article; zbMATH DE number 7064964
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| English | Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. With discussion and authors' reply |
scientific article; zbMATH DE number 7064964 |
Statements
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings (English)
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12 June 2019
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Choquet representation
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consistent scoring function
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decision theory
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economic utility
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elicitable
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expectile
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forecast ranking
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order sensitivity
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point forecast
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probability forecast
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quantile
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0.8223169445991516
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0.8147910833358765
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0.7773607969284058
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0.7701544165611267
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0.7699190974235535
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