Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Matteo Iacopini, Francesco Ravazzolo, and Luca Rossini
| Year of publication: |
2023
|
|---|---|
| Authors: | Iacopini, Matteo ; Ravazzolo, Francesco ; Rossini, Luca |
| 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 |
freely available
| 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