Scoring interval forecasts: equal-tailed, shortest, and modal interval
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Publication:2040103
DOI10.3150/20-BEJ1298zbMath1469.62191arXiv2007.05709OpenAlexW3160899915MaRDI QIDQ2040103
Jonas R. Brehmer, Tilmann Gneiting
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.05709
predictive performancescoring functionforecast evaluationelicitabilitymodal intervalinterval forecast
Parametric tolerance and confidence regions (62F25) Statistical decision theory (62C99) General considerations in statistical decision theory (62C05)
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