On the indirect elicitability of the mode and modal interval

DOI10.1007/s10463-019-00719-1zbMath1465.62189arXiv1804.07742OpenAlexW2943513601MaRDI QIDQ2023451

Rafael Frongillo, Krisztina Dearborn

Publication date: 3 May 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.07742

zbMATH Keywords

loss functionelicitationscoring functionmodemodal intervalpoint forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Functional data analysis (62R10)

Related Items (2)

Scoring interval forecasts: equal-tailed, shortest, and modal interval ⋮ Why scoring functions cannot assess tail properties

Cites Work

• Making and Evaluating Point Forecasts
• Higher order elicitability and Osband's principle
• Mode regression
• Order-sensitivity and equivariance of scoring functions
• Estimation of the mode
• An Iterative Procedure for Estimating the Mode
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Some Direct Estimates of the Mode
• The mode functional is not elicitable
• On Estimation of the Mode
• On Estimation of a Probability Density Function and Mode

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