Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (Q2044330)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals |
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Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (English)
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9 August 2021
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consistency
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convex level sets
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elicitability
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identifiability
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\(M\)-estimation
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prediction intervals
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random sets
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Vorob'ev quantiles
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