Consistent scoring functions for quantiles
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Publication:5499686
DOI10.1214/12-IMSCOLL912zbMath1327.62035MaRDI QIDQ5499686
Tilmann Gneiting, Kyrill Grant
Publication date: 30 July 2015
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
quantile; Bayes rule; proper scoring rule; fractile; consistent scoring function; optimal point forecast