Order-Sensitivity and Equivariance of Scoring Functions

27 November 2017

Papers citing "Order-Sensitivity and Equivariance of Scoring Functions"

8 / 8 papers shown

Title
How to Evaluate Behavioral Models G. dÉon Sophie Greenwood Kevin Leyton-Brown J. R. Wright 82 0 0 07 Jun 2023
Characterizing M-estimators Timo Dimitriadis Tobias Fissler J. Ziegel 64 9 0 17 Aug 2022
Measurability of functionals and of ideal point forecasts Tobias Fissler H. Holzmann 34 4 0 16 Mar 2022
Isotonic regression for functionals of elicitation complexity greater than one A. Muhlemann J. Ziegel 34 0 0 29 Jun 2021
The Efficiency Gap Timo Dimitriadis Tobias Fissler J. Ziegel 87 22 0 27 Oct 2020
Forecast Evaluation of Quantiles, Prediction Intervals, and other Set-Valued Functionals Tobias Fissler Rafael Frongillo Jana Hlavinová Birgit Rudloff 49 18 0 16 Oct 2019
Elicitability and Identifiability of Systemic Risk Measures Tobias Fissler Jana Hlavinová Birgit Rudloff 100 6 0 02 Jul 2019
Why scoring functions cannot assess tail properties Jonas R. Brehmer K. Strokorb 54 20 0 10 May 2019