Related references
Note: Only part of the references are listed.On the indirect elicitability of the mode and modal interval
Krisztina Dearborn et al.
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (2020)
Risk functionals with convex level sets
Ruodu Wang et al.
MATHEMATICAL FINANCE (2020)
The M4 Competition: 100,000 time series and 61 forecasting methods
Spyros Makridakis et al.
INTERNATIONAL JOURNAL OF FORECASTING (2020)
Why scoring functions cannot assess tail properties
Jonas R. Brehmer et al.
ELECTRONIC JOURNAL OF STATISTICS (2019)
ON THE COMPARISON OF INTERVAL FORECASTS
Ross Askanazi et al.
JOURNAL OF TIME SERIES ANALYSIS (2018)
ELICITABILITY AND BACKTESTING: PERSPECTIVES FOR BANKING REGULATION
Natalia Nolde et al.
ANNALS OF APPLIED STATISTICS (2017)
HIGHER ORDER ELICITABILITY AND OSBAND'S PRINCIPLE
Tobias Fissler et al.
ANNALS OF STATISTICS (2016)
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings
Werner Ehm et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2016)
Evaluating predictive count data distributions in retail sales forecasting
Stephan Kolassa
INTERNATIONAL JOURNAL OF FORECASTING (2016)
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond
Tao Hong et al.
INTERNATIONAL JOURNAL OF FORECASTING (2016)
Probabilistic Forecasting
Tilmann Gneiting et al.
ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION, VOL 1 (2014)
Theory and applications of proper scoring rules
Alexander Philip Dawid et al.
METRON-INTERNATIONAL JOURNAL OF STATISTICS (2014)
Making and Evaluating Point Forecasts
Tilmann Gneiting
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2011)
Quantiles as optimal point forecasts
Tilmann Gneiting
INTERNATIONAL JOURNAL OF FORECASTING (2011)
Probabilistic forecasts, calibration and sharpness
Tilmann Gneiting et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2007)
Strictly proper scoring rules, prediction, and estimation
Tilmann Gneiting et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2007)
Evaluating the Bank of England density forecasts of inflation
MP Clements
ECONOMIC JOURNAL (2004)