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Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures - MaRDI portal

Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures (Q6086595)

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scientific article; zbMATH DE number 7763613
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Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures
scientific article; zbMATH DE number 7763613

    Statements

    title
    Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures (English)
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    author
    Omid M. Ardakani
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    Nader Ebrahimi
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    Ehsan S. Soofi
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    publication date
    10 November 2023
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    zbMATH Keywords
    Bayes risk
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    convex order
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    dispersive order
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    entropy
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    mean absolute error
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    mean residual life
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    mean squared error
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    stochastic order
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    Identifiers

    DOI
    10.1111/insr.12250
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    zbMATH DE Number
    7763613
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    OpenAlex ID
    W2799814048
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    Wikidata QID
    Q125604519
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