Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
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Publication:3089158
DOI10.1198/jbes.2010.08110zbMath1219.91108OpenAlexW2065089656MaRDI QIDQ3089158
Tilmann Gneiting, Roopesh Ranjan
Publication date: 24 August 2011
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jbes.2010.08110
quantileprobabilistic forecastproper scoring rulecontinuous ranked probability scorepredictive ability testingweighted likelihood ratio test
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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