Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings
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Publication:142095
DOI10.1111/RSSB.12154MaRDI QIDQ142095
Fabian Krüger, Tilmann Gneiting, Werner Ehm, Alexander Jordan
Publication date: 10 May 2016
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
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