The following pages link to Making and Evaluating Point Forecasts (Q91134):
Displaying 50 items.
- Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores (Q6062232) (← links)
- Lasso regularization within the LocalGLMnet architecture (Q6062813) (← links)
- Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (Q6090562) (← links)
- One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles (Q6109912) (← links)
- Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965) (← links)
- Comparative evaluation of point process forecasts (Q6138752) (← links)
- Mixture EMOS model for calibrating ensemble forecasts of wind speed (Q6139185) (← links)
- Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning (Q6143823) (← links)
- Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (Q6144424) (← links)
- Predicting the Global Minimum Variance Portfolio (Q6149858) (← links)
- Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (Q6149861) (← links)
- Retire: robust expectile regression in high dimensions (Q6150528) (← links)
- Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (Q6150535) (← links)
- Estimation of complier expected shortfall treatment effects with a binary instrumental variable (Q6152629) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Distributionally robust reinsurance with expectile (Q6163458) (← links)
- Sensitivity measures based on scoring functions (Q6167385) (← links)
- Forecasting overdispersed INAR(1) count time series with negative binomial marginal (Q6172610) (← links)
- Model selection with Gini indices under auto-calibration (Q6173897) (← links)
- Robust estimation in regression and classification methods for large dimensional data (Q6176235) (← links)
- Using proxies to improve forecast evaluation (Q6179125) (← links)
- Reconstruction of late Holocene climate based on tree growth and mechanistic hierarchical models (Q6179612) (← links)
- Backtestability and the ridge backtest (Q6187723) (← links)
- On Testing Equal Conditional Predictive Ability Under Measurement Error (Q6190333) (← links)
- Forecasting with Economic News (Q6190684) (← links)
- Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering (Q6190732) (← links)
- Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration (Q6201529) (← links)
- Sequential testing for elicitable functionals via supermartingales (Q6201853) (← links)
- Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution (Q6543146) (← links)
- Risk quantization by magnitude and propensity (Q6543152) (← links)
- An expectile computation cookbook (Q6547781) (← links)
- Inference for joint quantile and expected shortfall regression (Q6548879) (← links)
- A coupled statistical and deterministic model for forecasting climate-driven dengue incidence in Selangor, Malaysia (Q6564785) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Better the devil you know: improved forecasts from imperfect models (Q6573801) (← links)
- Testing for auto-calibration with Lorenz and concentration curves (Q6573818) (← links)
- Parametric quantile autoregressive moving average models with exogenous terms (Q6579391) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- Calibrating Distribution Models from PELVE (Q6583013) (← links)
- Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments (Q6607488) (← links)
- Multiple measures realized GARCH models (Q6614836) (← links)
- Generic Conditions for Forecast Dominance (Q6617816) (← links)
- Safe machine learning (Q6618184) (← links)
- Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter (Q6620929) (← links)
- Realized Quantiles<sup>*</sup> (Q6620952) (← links)
- Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces (Q6622403) (← links)
- Combined Density Nowcasting in an Uncertain Economic Environment (Q6623169) (← links)
- Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability (Q6626218) (← links)
- Powerful Backtests for Historical Simulation Expected Shortfall Models (Q6626253) (← links)
- Comparing Possibly Misspecified Forecasts (Q6626356) (← links)
