Scoring interval forecasts: equal-tailed, shortest, and modal interval

DOI10.3150/20-BEJ1298zbMath1469.62191arXiv2007.05709MaRDI QIDQ2040103

Tilmann Gneiting, Jonas R. Brehmer

Publication date: 9 July 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.05709

zbMATH Keywords

predictive performance; scoring function; forecast evaluation; elicitability; modal interval; interval forecast

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62C99: Statistical decision theory

62C05: General considerations in statistical decision theory