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Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
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2
Proper scoring rules for evaluating asymmetry in density forecasting
Iacopini, Matteo
;
Ravazzolo, Francesco
;
Rossini, Luca
-
2020
Persistent link: https://www.econbiz.de/10012437475
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