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Sensitivity measures based on scoring functions - MaRDI portal

Sensitivity measures based on scoring functions (Q6167385)

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scientific article; zbMATH DE number 7709087
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English
Sensitivity measures based on scoring functions
scientific article; zbMATH DE number 7709087

    Statements

    title
    Sensitivity measures based on scoring functions (English)
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    author
    Tobias Fissler
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    Silvana M. Pesenti
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    publication date
    10 July 2023
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    zbMATH Keywords
    consistency
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    elicitability
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    expected shortfall
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    information value
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    value-at-risk
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    cites work
    Q5253267
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    Q5444939
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    Identifiers

    arXiv ID
    2203.00460
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    zbMATH DE Number
    7709087
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