Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration (Q6201529)

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scientific article; zbMATH DE number 7807633
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Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration
scientific article; zbMATH DE number 7807633

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    Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration (English)
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    21 February 2024
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    Gini index
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    consistent loss function
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    autocalibration
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    concentration curve
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    comonotonicity
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