Recommendations
- Consistent scoring functions for quantiles
- Strictly Proper Scoring Rules, Prediction, and Estimation
- On the reliability of the extreme score
- Tailored scoring rules for probabilities
- Exceedance probability score: a novel measure for comparing probabilistic predictions
- Fitting probability forecasting models by scoring rules and maximum likelihood
- Likelihood-based scoring rules for comparing density forecasts in tails
Cites work
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- A note on L-estimates for linear models
- An introduction to statistical modeling of extreme values
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
- Composite quantile regression and the oracle model selection theory
- Estimation of high conditional quantiles for heavy-tailed distributions
- Forecaster's dilemma: extreme events and forecast evaluation
- How to make a Hill plot.
- Improving precipitation forecasts using extreme quantile regression
- Making and evaluating point forecasts
- On optimising the estimation of high quantiles of a probability distribution
- Probabilistic wind speed forecasting on a grid based on ensemble model output statistics
- Quantile regression for longitudinal data
- Statistical inference using extreme order statistics
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Why scoring functions cannot assess tail properties
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