Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures

DOI10.1111/insr.12250OpenAlexW2799814048WikidataQ125604519 ScholiaQ125604519MaRDI QIDQ6086595

Ehsan S. Soofi, Omid M. Ardakani, Nader Ebrahimi

Publication date: 10 November 2023

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/insr.12250

zbMATH Keywords

entropymean squared errormean residual lifestochastic orderBayes riskconvex orderdispersive ordermean absolute error

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

A universal, canonical dispersive ordering in metric spaces ⋮ Optimal hazard models based on partial information ⋮ Capturing information in extreme events ⋮ Generalized cumulative residual Tsallis entropy and its properties ⋮ On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures ⋮ Connections of Gini, Fisher, and Shannon by Bayes risk under proportional hazards ⋮ Maximum entropy distributions with quantile information ⋮ The alpha-mixture of survival functions

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