Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval

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Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval

11 July 2020

Jonas R. Brehmer

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Papers citing "Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval"

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Title
Efficient distributional regression trees learning algorithms for calibrated non-parametric probabilistic forecasts Duchemin Quentin Obozinski Guillaume 473 0 0 07 Feb 2025
Forecast Evaluation of Quantiles, Prediction Intervals, and other Set-Valued Functionals Tobias Fissler Rafael Frongillo Jana Hlavinová Birgit Rudloff 42 18 0 16 Oct 2019
Why scoring functions cannot assess tail properties Jonas R. Brehmer K. Strokorb 38 20 0 10 May 2019
Supplement to "Erratum: Higher Order Elicitability and Osband's Principle" Tobias Fissler J. Ziegel 42 7 0 25 Jan 2019
When is the mode functional the Bayes classifier? T. Gneiting 37 13 0 28 Apr 2017
Elicitation Complexity of Statistical Properties Rafael Frongillo Ian A. Kash 35 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 72 166 0 27 Mar 2015
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 59 328 0 27 Mar 2015
Theory and Applications of Proper Scoring Rules A. Dawid M. Musio 173 124 0 02 Jan 2014
Making and Evaluating Point Forecasts T. Gneiting 119 1,055 0 04 Dec 2009