Likelihood-based scoring rules for comparing density forecasts in tails (Q737965)
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scientific article; zbMATH DE number 6616617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based scoring rules for comparing density forecasts in tails |
scientific article; zbMATH DE number 6616617 |
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Likelihood-based scoring rules for comparing density forecasts in tails (English)
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12 August 2016
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density forecast evaluation
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scoring rules
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weighted likelihood ratio scores
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conditional likelihood
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censored likelihood
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risk management
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