Scores for multivariate distributions and level sets

DOI10.1287/OPRE.2020.0365MaRDI QIDQ7009353zbMATH OpenFDO

Authors Xiaochun Meng, James W. Taylor, Souhaib Ben Taieb, Siran Li

Publication date 20 March 2025

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://figshare.com/articles/journal_contribution/Scores_for_multivariate_distributions_and_level_sets/23641743

zbMATH Keywords

level setsquantilesscoring functionsdecision analysisprobabilistic forecastsmultivariate probability distributions

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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