Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet
Representations, and Forecast Rankings

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Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings

27 March 2015

Alexander I. Jordan

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Papers citing "Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings"

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Title
Predicting clinical outcomes from patient care pathways represented with temporal knowledge graphs Jong Ho Jhee Alberto Megina Pacôme Constant Dit Beaufils Matilde Karakachoff Richard Redon Alban Gaignard Adrien Coulet 111 0 0 28 Feb 2025
Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff Freek Holvoet Katrien Antonio Roel Henckaerts 125 3 0 20 Jan 2025
Deep Huber quantile regression networks Hristos Tyralis Georgia Papacharalampous N. Dogulu Kwok-Pan Chun UQCV 104 2 0 17 Jun 2023
Evaluating probabilistic classifiers: Reliability diagrams and score decompositions revisited Timo Dimitriadis T. Gneiting Alexander I. Jordan 54 63 0 07 Aug 2020
Cross-calibration of probabilistic forecasts Christof Strahl J. Ziegel 28 27 0 20 May 2015
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 38 328 0 27 Mar 2015
Convex Calibration Dimension for Multiclass Loss Matrices H. G. Ramaswamy S. Agarwal 55 47 0 12 Aug 2014
Minimum scoring rule inference A. Dawid M. Musio L. Ventura 63 68 0 16 Mar 2014
Coherence and elicitability J. Ziegel 65 334 0 07 Mar 2013
The asymptotics of ranking algorithms John C. Duchi Lester W. Mackey Michael I. Jordan 57 20 0 07 Apr 2012
Combining Predictive Distributions T. Gneiting Roopesh Ranjan 69 224 0 08 Jun 2011
Making and Evaluating Point Forecasts T. Gneiting 107 1,055 0 04 Dec 2009
On Bregman Distances and Divergences of Probability Measures W. Stummer I. Vajda 96 56 0 14 Nov 2009
Information, Divergence and Risk for Binary Experiments Mark D. Reid Robert C. Williamson 119 232 0 05 Jan 2009