Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures

DOI10.1111/INSR.12250MaRDI QIDQ6086595zbMATH OpenOpenAlexWikidataFDO

Authors Omid M. Ardakani, Nader Ebrahimi, Ehsan S. Soofi

Publication date 10 November 2023

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/insr.12250

zbMATH Keywords

Bayes riskconvex orderdispersive orderentropymean absolute errormean residual lifemean squared errorstochastic order

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

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• Information content of forecast errors
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• The alpha-mixture of survival functions
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