Pages that link to "Item:Q4120026"
From MaRDI portal
The following pages link to Scoring Rules for Continuous Probability Distributions (Q4120026):
Displaying 50 items.
- Modeling synergies in multi-criteria supplier selection and order allocation: an application to commodity trading (Q323425) (← links)
- Local proper scoring rules of order two (Q450053) (← links)
- Inferring beliefs as subjectively imprecise probabilities (Q453645) (← links)
- Calibration, sharpness and the weighting of experts in a linear opinion pool (Q492818) (← links)
- Eliciting subjective probability distributions with binary lotteries (Q498837) (← links)
- Mechanism design for the truthful elicitation of costly probabilistic estimates in distributed information systems (Q543619) (← links)
- Proper scoring rules with arbitrary value functions (Q617622) (← links)
- Optimal estimation versus MCMC for CO\(_2\) retrievals (Q725266) (← links)
- Fast Bayesian estimation of spatial count data models (Q830478) (← links)
- Probabilistic quantitative precipitation field forecasting using a two-stage spatial model (Q999646) (← links)
- Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds (Q1019101) (← links)
- A characterization for the spherical scoring rule (Q1036092) (← links)
- Bayesian model averaging: A tutorial. (with comments and a rejoinder). (Q1431179) (← links)
- Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts (Q1719868) (← links)
- The joint projected normal and skew-normal: a distribution for poly-cylindrical data (Q1742728) (← links)
- Forecaster's dilemma: extreme events and forecast evaluation (Q1790391) (← links)
- Scoring rules and the evaluation of probabilities. (With discussion) (Q1919718) (← links)
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation (Q1939996) (← links)
- Robust estimation of a location parameter with the integrated Hogg function (Q2006764) (← links)
- Inventory -- forecasting: mind the gap (Q2077906) (← links)
- Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution (Q2102980) (← links)
- Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach (Q2123691) (← links)
- Testing the effectiveness of debiasing techniques to reduce overprecision in the elicitation of subjective continuous probability distributions (Q2171611) (← links)
- Hierarchical integrated spatial process modeling of monotone West Antarctic snow density curves (Q2245128) (← links)
- Towards a complete picture of stationary covariance functions on spheres cross time (Q2316610) (← links)
- Exceedance probability score: a novel measure for comparing probabilistic predictions (Q2320780) (← links)
- Why scoring functions cannot assess tail properties (Q2326990) (← links)
- Water flow probabilistic predictions based on a rainfall-runoff simulator: a two-regime model with variable selection (Q2363984) (← links)
- The value of a probability forecast from portfolio theory (Q2425828) (← links)
- Evaluating second-order probability judgments with strictly proper scoring rules (Q2564204) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- A multivariate frequency-severity framework for healthcare data breaches (Q2686030) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- Geostatistical Modelling Using Non-Gaussian Matérn Fields (Q2949882) (← links)
- An Overview of Applications of Proper Scoring Rules (Q3121151) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- Preposterior expected loss as a scoring rule for prior distributions (Q4202674) (← links)
- Eliciting prior information to enhance the predictive performance of bayesian graphical models (Q4337066) (← links)
- Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs (Q4604905) (← links)
- Quantile-Parameterized Distributions (Q4691940) (← links)
- Hierarchical dose–response modeling for high‐throughput toxicity screening of environmental chemicals (Q4979254) (← links)
- Testing the reliability of forecasting systems (Q5058228) (← links)
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations (Q5881140) (← links)
- Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores (Q6062232) (← links)
- Predictive Inference Based on Markov Chain Monte Carlo Output (Q6088268) (← links)
- Gradient boosting with extreme-value theory for wildfire prediction (Q6100555) (← links)
- Distributional (Single) Index Models (Q6107224) (← links)
- Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (Q6149861) (← links)
- Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output (Q6154539) (← links)
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios (Q6158409) (← links)