Local scale invariance and robustness of proper scoring rules

DOI10.1214/22-STS864MaRDI QIDQ2684694

Jonas Wallin, David Bolin

Publication date: 16 February 2023

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.05642

zbMATH Keywords

model selectionspatial statisticsprobabilistic forecastingforecast ranking

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• MASS (R)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Proper local scoring rules
• Volatility forecast comparison using imperfect volatility proxies
• The geometry of proper scoring rules
• Expected information as ecpected utility
• Axiomatic characterization of the quadratic scoring rule
• An empirical comparison of kriging methods for nonlinear spatial point prediction
• Elicitability and backtesting: perspectives for banking regulation
• Forecaster's dilemma: extreme events and forecast evaluation
• Coherent dispersion criteria for optimal experimental design
• Scoring rules and the evaluation of probabilities. (With discussion)
• A case study competition among methods for analyzing large spatial data
• Exceedance probability score: a novel measure for comparing probabilistic predictions
• Theory and applications of proper scoring rules
• Minimum Scoring Rule Inference
• Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
• Statistical Analysis of Financial Data in S-Plus
• The Influence Curve and Its Role in Robust Estimation
• Partial non-Gaussian state space
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Probabilistic Forecasts, Calibration and Sharpness
• Weather Forecasting for Weather Derivatives
• Mixture EMOS model for calibrating ensemble forecasts of wind speed

This page was built for publication: Local scale invariance and robustness of proper scoring rules