Measurability of functionals and of ideal point forecasts

DOI10.1214/22-EJS2062MaRDI QIDQ2084467zbMATH OpenFDO

Authors Tobias Fissler, Hajo Holzmann

Publication date 18 October 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2203.08635, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Measurability-of-functionals-and-of-ideal-point-forecasts/10.1214/22-EJS2062.full

zbMATH Keywords

Bayes actelicitabilityforecastinformation setscoring functionscoring rule

Mathematics Subject Classification ID

Statistical decision theory (62C99) Decision theory (91B06)

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Cited in

(5)

• Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination
• Sensitivity measures based on scoring functions
• Measurability of functionals and of ideal point forecasts
• Isotonic conditional laws
• T-calibration in semi-parametric models

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