Pages that link to "Item:Q309736"
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The following pages link to Higher order elicitability and Osband's principle (Q309736):
Displaying 31 items.
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings (Q5378146) (← links)
- Elicitability of Instance and Object Ranking (Q5868898) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
- S&P 500 volatility, volatility regimes, and economic uncertainty (Q6066273) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965) (← 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)
- Estimation of complier expected shortfall treatment effects with a binary instrumental variable (Q6152629) (← links)
- A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures (Q6158402) (← links)
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios (Q6158409) (← links)
- Sensitivity measures based on scoring functions (Q6167385) (← links)
- Backtestability and the ridge backtest (Q6187723) (← links)
- Sequential testing for elicitable functionals via supermartingales (Q6201853) (← links)
- Risk quantization by magnitude and propensity (Q6543152) (← links)
- Inference for joint quantile and expected shortfall regression (Q6548879) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Better the devil you know: improved forecasts from imperfect models (Q6573801) (← links)
- On joint marginal expected shortfall and associated contribution risk measures (Q6592290) (← links)
- Multiple measures realized GARCH models (Q6614836) (← links)
- Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting (Q6618193) (← links)
- Two-step online estimation and inference for expected shortfall regression with streaming data (Q6618202) (← links)
- Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter (Q6620929) (← links)
- Realized Quantiles<sup>*</sup> (Q6620952) (← links)
- Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability (Q6626218) (← links)
- Powerful Backtests for Historical Simulation Expected Shortfall Models (Q6626253) (← links)
- Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (Q6634847) (← links)
- Estimation and backtesting of risk measures with emphasis on distortion risk measures (Q6670102) (← links)
