Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (Q6149861)
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scientific article; zbMATH DE number 7813297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions |
scientific article; zbMATH DE number 7813297 |
Statements
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (English)
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5 March 2024
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asymmetric continuous probabilistic score
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asymmetric loss
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density forecast
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predictive distribution
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probabilistic forecast
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proper score
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weighted score
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