Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Matteo Iacopini, Francesco Ravazzolo, and Luca Rossini
| Year of publication: |
2023
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| Authors: | Iacopini, Matteo ; Ravazzolo, Francesco ; Rossini, Luca |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 2, p. 482-496
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| Subject: | Asymmetric continuous probabilistic score | Asymmetric loss | Density forecast | Predictive distribution | Probabilistic forecast | Proper score | Weighted score | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2035229 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448252