Making and Evaluating Point Forecasts

DOI10.1198/jasa.2011.r10138zbMath1232.62028arXiv0912.0902OpenAlexW2075965721MaRDI QIDQ91134

Tilmann Gneiting, Tilmann Gneiting

Publication date: June 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.0902

zbMATH Keywords

decision theorymeanmedianquantilesstatistical functionalsBregman functionmodeBayes ruleelicitabilityexpectileproper scoring ruleconditional value-at-risk (CVaR)

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06) Statistical decision theory (62C99)

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