The following pages link to Making and Evaluating Point Forecasts (Q91134):
Displaying 50 items.
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Optimal operational service levels in vendor managed inventory contracts -- an exact approach (Q2084047) (← links)
- Measurability of functionals and of ideal point forecasts (Q2084467) (← links)
- Uniform calibration tests for forecasting systems with small lead time (Q2103980) (← links)
- Scoring predictions at extreme quantiles (Q2106823) (← links)
- Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals (Q2135518) (← links)
- Point forecasting and forecast evaluation with generalized Huber loss (Q2136606) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- Risks in emerging markets equities: time-varying versus spatial risk analysis (Q2137671) (← links)
- Estimating and backtesting risk under heavy tails (Q2138613) (← links)
- What can we learn from telematics car driving data: a survey (Q2138624) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math (Q2152408) (← links)
- Isotonic regression for elicitable functionals and their Bayes risk (Q2161182) (← links)
- Encoded value-at-risk: a machine learning approach for portfolio risk measurement (Q2168136) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Random distributions via sequential quantile array (Q2180073) (← links)
- Properization: constructing proper scoring rules via Bayes acts (Q2183761) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Dominating countably many forecasts (Q2249849) (← links)
- Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- Spatio-temporal short-term wind forecast: a calibrated regime-switching method (Q2281197) (← links)
- Predicting paleoclimate from compositional data using multivariate Gaussian process inverse prediction (Q2291528) (← links)
- Estimation combining unbiased and possibly biased estimators (Q2301235) (← links)
- Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches (Q2303338) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Semiparametric empirical best prediction for small area estimation of unemployment indicators (Q2318679) (← links)
- Backtesting VaR and expectiles with realized scores (Q2324292) (← links)
- Why scoring functions cannot assess tail properties (Q2326990) (← links)
- Measuring and adjusting for overconfidence (Q2343111) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
- Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- On the \(L_p\)-quantiles for the Student \(t\) distribution (Q2407495) (← links)
- Order-sensitivity and equivariance of scoring functions (Q2414489) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- Efficient regularized isotonic regression with application to gene-gene interaction search (Q2428745) (← links)
- Bayesian spline method for assessing extreme loads on wind turbines (Q2441846) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- The role of the information set for forecasting -- with applications to risk management (Q2453693) (← links)
- Time-varying sparsity in dynamic regression models (Q2512529) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- Asymptotic stability of empirical processes and related functionals (Q2633763) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
