Consistent scoring functions for quantiles (Q5499686)
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scientific article; zbMATH DE number 6468287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent scoring functions for quantiles |
scientific article; zbMATH DE number 6468287 |
Statements
Consistent scoring functions for quantiles (English)
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30 July 2015
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Bayes rule
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consistent scoring function
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fractile
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optimal point forecast
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proper scoring rule
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quantile
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