Measurability of functionals and of ideal point forecasts

DOI10.1214/22-EJS2062MaRDI QIDQ2084467

Tobias Fissler, Hajo Holzmann

Publication date: 18 October 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.08635

zbMATH Keywords

forecastscoring functionscoring ruleinformation setelicitabilityBayes act

Mathematics Subject Classification ID

Decision theory (91B06) Statistical decision theory (62C99)

Related Items (2)

Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination ⋮ Sensitivity measures based on scoring functions

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