v1v2 (latest)

Making and Evaluating Point Forecasts

4 December 2009

Papers citing "Making and Evaluating Point Forecasts"

27 / 127 papers shown

Title
Properization: Constructing Proper Scoring Rules via Bayes Acts Jonas R. Brehmer T. Gneiting 41 14 0 19 Jun 2018
On the Indirect Elicitability of the Mode and Modal Interval Krisztina Dearborn Rafael Frongillo 31 1 0 20 Apr 2018
Multi-Observation Regression Rafael Frongillo Nishant A. Mehta Tom Morgan Bo Waggoner OOD 20 1 0 27 Feb 2018
Distinguishing Cause from Effect Using Quantiles: Bivariate Quantile Causal Discovery Natasa Tagasovska V. Chavez-Demoulin Thibault Vatter CML 130 10 0 31 Jan 2018
Probabilistic supervised learning Frithjof Gressmann Franz J. Király Bilal A. Mateen Harald Oberhauser 60 15 0 02 Jan 2018
Order-Sensitivity and Equivariance of Scoring Functions Tobias Fissler J. Ziegel 36 28 0 27 Nov 2017
Elicitability and its Application in Risk Management Jonas R. Brehmer 51 15 0 30 Jul 2017
Forecast dominance testing via sign randomization W. Ehm Fabian Kruger 66 5 0 10 Jul 2017
Multi-Observation Elicitation Sebastian Casalaina-Martin Rafael Frongillo Tom Morgan Bo Waggoner 34 7 0 05 Jun 2017
A Joint Quantile and Expected Shortfall Regression Framework Timo Dimitriadis Sebastian Bayer 55 52 0 07 Apr 2017
Nonlinear network-based quantitative trait prediction from transcriptomic data Emilie Devijver M. Gallopin Émeline Perthame 74 8 0 26 Jan 2017
Asymptotics for the expected shortfall Tobias Zwingmann H. Holzmann 34 6 0 22 Nov 2016
Achieving Shrinkage in a Time-Varying Parameter Model Framework A. Bitto Sylvia Fruhwirth-Schnatter 44 160 0 04 Nov 2016
Whole-brain substitute CT generation using Markov random field mixture models A. Hildeman David Bolin J. Wallin A. Johansson T. Nyholm T. Asklund Jun Yu MedIm 19 5 0 07 Jul 2016
Empirical AUC for evaluating probabilistic forecasts Simon Byrne AI4TS 98 25 0 22 Aug 2015
Representation of Quasi-Monotone Functionals by Families of Separating Hyperplanes Ingo Steinwart 25 0 0 21 Aug 2015
Elicitation Complexity of Statistical Properties Rafael Frongillo Ian A. Kash 45 7 0 23 Jun 2015
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings W. Ehm T. Gneiting Alexander I. Jordan Fabian Kruger AI4TS 81 166 0 27 Mar 2015
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 79 328 0 27 Mar 2015
Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case François Bachoc 118 31 0 05 Dec 2014
Dominating countably many forecasts M. Schervish Teddy Seidenfeld J. Kadane 38 12 0 26 May 2014
Quasi-Hadamard differentiability of general risk functionals and its application Volker Krätschmer A. Schied Henryk Zähle 84 18 0 14 Jan 2014
Parallel and other simulations in R made easy: An end-to-end study Marius Hofert M. Machler 53 21 0 17 Sep 2013
Infinite Previsions and Finitely Additive Expectations M. Schervish Teddy Seidenfeld J. Kadane AI4CE 39 5 0 30 Aug 2013
Coherence and elicitability J. Ziegel 104 335 0 07 Mar 2013
On the Cover-Hart Inequality: What's a Sample of Size One Worth? T. Gneiting 35 1 0 15 Jun 2012
Composite Binary Losses Mark D. Reid Robert C. Williamson 170 223 0 17 Dec 2009