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~type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"Statistical distribution"
~person:"Diks, Cees G. H."
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Diks, Cees G. H.
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Discussion paper / Tinbergen Institute
Discussion paper / School of Economics, The University of New South Wales
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Localizing strictly proper scoring rules
Punder, Ramon de
;
Diks, Cees G. H.
;
Laeven, Roger J. A.
; …
-
2023
localized equal predictive performance, results of Monte Carlo simulations and empirical applications to risk
management
…
Persistent link: https://www.econbiz.de/10014450615
Saved in:
2
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
of competing density forecasts over a specific region of interest, such as the left tail in financial risk
management
. By …
Persistent link: https://www.econbiz.de/10011374395
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