Localizing Strictly Proper Scoring Rules
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Cites work
- A differential geometric approach to statistical inference on the basis of contrast functionals
- Bregman Divergence Bounds and Universality Properties of the Logarithmic Loss
- Comparing density forecasts using threshold- and quantile-weighted scoring rules
- Comparing Possibly Misspecified Forecasts
- Estimation of Relationships for Limited Dependent Variables
- Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores
- Focusing on regions of interest in forecast evaluation
- Forecaster's dilemma: extreme events and forecast evaluation
- Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
- Generalized autoregressive conditional heteroscedasticity
- scientific article; zbMATH DE number 3296905 (Why is no real title available?)
- IX. On the problem of the most efficient tests of statistical hypotheses
- Likelihood-based scoring rules for comparing density forecasts in tails
- Local proper scoring rules of order two
- On Information and Sufficiency
- Partially censored posterior for robust and efficient risk evaluation
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- Proper scoring rules and Bregman divergence
- Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
- Properization: constructing proper scoring rules via Bayes acts
- Robustness and sensitivity analysis of risk measurement procedures
- Strictly proper kernel scores and characteristic kernels on compact spaces
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Tests of Conditional Predictive Ability
- The geometry of proper scoring rules
- The Model Confidence Set
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