Pages that link to "Item:Q3089158"

The following pages link to Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (Q3089158):

Displaying 50 items.

• CRPS Learning (Q72766) (← links)
• Extensive scoring rules (Q276239) (← links)
• Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
• A MIDAS approach to modeling first and second moment dynamics (Q726588) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
• Bayesian structured additive distributional regression with an application to regional income inequality in Germany (Q746695) (← links)
• A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials (Q1647630) (← links)
• Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302) (← links)
• Forecaster's dilemma: extreme events and forecast evaluation (Q1790391) (← links)
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
• A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
• Robust estimation of a location parameter with the integrated Hogg function (Q2006764) (← links)
• Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes (Q2028570) (← links)
• Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures (Q2028571) (← links)
• A spatio-temporal model for Red Sea surface temperature anomalies (Q2028573) (← links)
• Optimal model averaging estimator for expectile regressions (Q2059443) (← links)
• Inventory -- forecasting: mind the gap (Q2077906) (← links)
• Measurability of functionals and of ideal point forecasts (Q2084467) (← links)
• Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
• Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution (Q2102980) (← links)
• Combining probabilistic forecasts of COVID-19 mortality in the United States (Q2171533) (← links)
• Properization: constructing proper scoring rules via Bayes acts (Q2183761) (← links)
• Loss-based approach to two-piece location-scale distributions with applications to dependent data (Q2218635) (← links)
• Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model (Q2245130) (← links)
• A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting (Q2273005) (← links)
• Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
• Exceedance probability score: a novel measure for comparing probabilistic predictions (Q2320780) (← links)
• Why scoring functions cannot assess tail properties (Q2326990) (← links)
• Generalised density forecast combinations (Q2354855) (← links)
• Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
• The role of the information set for forecasting -- with applications to risk management (Q2453693) (← links)
• A new time-varying model for forecasting long-memory series (Q2664998) (← links)
• Local scale invariance and robustness of proper scoring rules (Q2684694) (← links)
• Revisiting vulnerable growth in the Euro Area: identifying the role of financial conditions in the distribution (Q2685459) (← links)
• Oil-price density forecasts of US GDP (Q2691675) (← links)
• Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
• Macroeconomic uncertainty and forecasting macroeconomic aggregates (Q2699611) (← links)
• Coherence and elicitability (Q2831006) (← links)
• An Overview of Applications of Proper Scoring Rules (Q3121151) (← links)
• Predicting the Whole Distribution with Methods for Depth Data Analysis Demonstrated on a Colorectal Cancer Treatment Study (Q3305499) (← links)
• On the Comparison of Interval Forecasts (Q4556520) (← links)
• Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs (Q4604905) (← links)
• Density Forecasting with Time‐Varying Higher Moments: A Model Confidence Set Approach (Q4687301) (← links)
• A new example for a proper scoring rule (Q5079928) (← links)
• Visualizing Predicted and Observed Densities Jointly with Beanplot (Q5249193) (← links)
• (Q5474883) (← links)
• Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data (Q5857119) (← links)
• Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
• Elicitability of Instance and Object Ranking (Q5868898) (← links)