Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (Q3089158)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules |
scientific article |
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Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (English)
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24 August 2011
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continuous ranked probability score
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predictive ability testing
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probabilistic forecast
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proper scoring rule
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quantile
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weighted likelihood ratio test
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