Focusing on regions of interest in forecast evaluation
type: Item
instance of: scholarly article
title: Focusing on regions of interest in forecast evaluation
zbMATH Open document ID: 1383.62243
DOI: 10.1214/17-AOAS1088
author: Hajo Holzmann
author: Bernhard Klar
published in: The Annals of Applied Statistics
publication date: 2018-02-19T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aoas/1514430291
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6840769
zbMATH Keywords: financial time series
zbMATH Keywords: predictive performance
zbMATH Keywords: probabilistic forecast
zbMATH Keywords: locally proper weighted scoring rule
zbMATH Keywords: misspecified forecast
zbMATH Keywords: rare and extreme events
zbMATH Keywords: risk management
MaRDI profile type: Publication
Wikidata QID: Q60430054
OpenAlex ID: W2776621238
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description: scientific article; zbMATH DE number 6840769