Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals
DOI10.1214/21-EJS1808zbMath1471.62559arXiv1910.07912MaRDI QIDQ2044330
Tobias Fissler, Rafael Frongillo, Birgit Rudloff, Jana Hlavinová
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.07912
consistencyrandom sets\(M\)-estimationidentifiabilityprediction intervalsconvex level setselicitabilityVorob'ev quantiles
Directional data; spatial statistics (62H11) Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Functional data analysis (62R10)
Related Items (4)
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