Pages that link to "Item:Q309736"
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The following pages link to Higher order elicitability and Osband's principle (Q309736):
Displaying 50 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
- Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
- On the indirect elicitability of the mode and modal interval (Q2023451) (← links)
- Joint generalized quantile and conditional tail expectation regression for insurance risk analysis (Q2038215) (← links)
- Scoring interval forecasts: equal-tailed, shortest, and modal interval (Q2040103) (← links)
- Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (Q2044330) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Optimal operational service levels in vendor managed inventory contracts -- an exact approach (Q2084047) (← links)
- Uniform calibration tests for forecasting systems with small lead time (Q2103980) (← links)
- Risks in emerging markets equities: time-varying versus spatial risk analysis (Q2137671) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Isotonic regression for elicitable functionals and their Bayes risk (Q2161182) (← links)
- Properization: constructing proper scoring rules via Bayes acts (Q2183761) (← links)
- Scenario-based risk evaluation (Q2238773) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches (Q2303338) (← links)
- Backtesting VaR and expectiles with realized scores (Q2324292) (← links)
- Why scoring functions cannot assess tail properties (Q2326990) (← links)
- Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons (Q2338545) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- Asymptotic stability of empirical processes and related functionals (Q2633763) (← links)
- Correction to: ``Higher order elicitability and Osband's principle'' (Q2656612) (← links)
- Deep quantile and deep composite triplet regression (Q2685516) (← links)
- Simple factor realized stochastic volatility models (Q2693373) (← links)
- PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071) (← links)
- On the properties of the Lambda value at risk: robustness, elicitability and consistency (Q4555176) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs (Q4604905) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics (Q4957245) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- XVA analysis from the balance sheet (Q5014178) (← links)
- Backtesting expected shortfall and beyond (Q5014244) (← links)
- Robustness in the Optimization of Risk Measures (Q5031002) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
- Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- Elicitability of Instance and Object Ranking (Q5868898) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
