Likelihood-based scoring rules for comparing density forecasts in tails (Q737965)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6616617
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Likelihood-based scoring rules for comparing density forecasts in tails |
scientific article; zbMATH DE number 6616617 |
Statements
Likelihood-based scoring rules for comparing density forecasts in tails (English)
0 references
12 August 2016
0 references
density forecast evaluation
0 references
scoring rules
0 references
weighted likelihood ratio scores
0 references
conditional likelihood
0 references
censored likelihood
0 references
risk management
0 references
0 references
0 references
0 references
0 references
0.8325299024581909
0 references
0.778866171836853
0 references
0.7699564695358276
0 references
0.7374145984649658
0 references
0.7344991564750671
0 references
