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Locally tail-scale invariant scoring rules for evaluation of extreme
  value forecasts
v1v2v3 (latest)

Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts

26 June 2023
Helga Kristin Olafsdottir
Holger Rootzén
David Bolin
ArXiv (abs)PDFHTML

Papers citing "Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts"

1 / 1 papers shown
Title
Proper scoring rules for estimation and forecast evaluation
Proper scoring rules for estimation and forecast evaluation
Kartik Waghmare
Johanna Ziegel
AI4TS
208
2
0
02 Apr 2025
1