Pages that link to "Item:Q3089158"
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The following pages link to Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (Q3089158):
Displaying 25 items.
- Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores (Q6062232) (← links)
- Predictive Inference Based on Markov Chain Monte Carlo Output (Q6088268) (← links)
- TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES (Q6088679) (← links)
- Gradient boosting with extreme-value theory for wildfire prediction (Q6100555) (← links)
- Comparative evaluation of point process forecasts (Q6138752) (← links)
- Mixture EMOS model for calibrating ensemble forecasts of wind speed (Q6139185) (← links)
- Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (Q6149861) (← links)
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios (Q6158409) (← links)
- Using proxies to improve forecast evaluation (Q6179125) (← links)
- Censored and shifted gamma distribution based EMOS model for probabilistic quantitative precipitation forecasting (Q6179635) (← links)
- Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)
- Forecasting extreme negative returns in gold and silver: a discrete-duration approach to POT models (Q6581588) (← links)
- Aggregating predictions from experts: a review of statistical methods, experiments, and applications (Q6602110) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Prediction intervals for economic fixed-event forecasts (Q6616412) (← links)
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models (Q6616605) (← links)
- Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts (Q6616625) (← links)
- Bayesian Inference for Regression Copulas (Q6617790) (← links)
- Modeling and Forecasting Macroeconomic Downside Risk (Q6626267) (← links)
- Comparing Possibly Misspecified Forecasts (Q6626356) (← links)
- Truncated generalized extreme value distribution-based ensemble model output statistics model for calibration of wind speed ensemble forecasts (Q6626401) (← links)
- Density Regression with Conditional Support Points (Q6631080) (← links)
- Ensemble distributional forecasting for insurance loss reserving (Q6632363) (← links)
- Validation of point process predictions with proper scoring rules (Q6641030) (← links)
- Estimation and convergence rates in the distributional single index model (Q6668597) (← links)
