Pages that link to "Item:Q5378146"
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The following pages link to Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings (Q5378146):
Displaying 47 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Making and Evaluating Point Forecasts (Q91134) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- On the nonparametric estimation of the functional expectile regression (Q784366) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Forecaster's dilemma: extreme events and forecast evaluation (Q1790391) (← links)
- Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
- Scoring interval forecasts: equal-tailed, shortest, and modal interval (Q2040103) (← links)
- Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (Q2044330) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA) (Q2102340) (← 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)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← 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)
- A hierarchical Bayesian model for predicting ecological interactions using scaled evolutionary relationships (Q2179961) (← links)
- Properization: constructing proper scoring rules via Bayes acts (Q2183761) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- A discrete density approach to Bayesian quantile and expectile regression with discrete responses (Q2241715) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Backtesting VaR and expectiles with realized scores (Q2324292) (← links)
- Order-sensitivity and equivariance of scoring functions (Q2414489) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs (Q4604905) (← links)
- Simultaneous Semiparametric Estimation of Clustering and Regression (Q5084446) (← links)
- Calibrating sufficiently (Q5085225) (← links)
- Bias-corrected score decomposition for generalized quantiles (Q5384484) (← links)
- Consistent scoring functions for quantiles (Q5499686) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Scalable spatio‐temporal Bayesian analysis of high‐dimensional electroencephalography data (Q6059494) (← links)
- Comparative evaluation of point process forecasts (Q6138752) (← links)
- Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (Q6144424) (← links)
- Sensitivity measures based on scoring functions (Q6167385) (← links)
- Using proxies to improve forecast evaluation (Q6179125) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Testing for auto-calibration with Lorenz and concentration curves (Q6573818) (← links)
- Generic Conditions for Forecast Dominance (Q6617816) (← links)
- Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter (Q6620929) (← links)
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors (Q6622516) (← links)
- Comparing Possibly Misspecified Forecasts (Q6626356) (← links)
- Density Regression with Conditional Support Points (Q6631080) (← links)
- PDE-regularised spatial quantile regression (Q6656677) (← links)
