Correction to: ``Higher order elicitability and Osband's principle

DOI10.1214/20-AOS2014zbMath1456.62015arXiv1901.08826OpenAlexW3092640453MaRDI QIDQ2656612

Tobias Fissler, Johanna F. Ziegel

Publication date: 11 March 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.08826

zbMATH Keywords

decision theoryconsistencyproprietyexpected shortfallvalue at riskscoring ruleselicitabilitypoint forecastsscoring functionsspectral risk measures

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06) Minimax procedures in statistical decision theory (62C20) General considerations in statistical decision theory (62C05)

Related Items (3)

Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals ⋮ On the elicitability of range value at risk ⋮ Optimal operational service levels in vendor managed inventory contracts -- an exact approach

Cites Work

• Higher order elicitability and Osband's principle

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