Of quantiles and expectiles: Consistent scoring functions, Choquet representations and forecast rankings (with discussion and reply)

SEEK ID: https://publications.h-its.org/publications/49

SEEK ID: https://publications.h-its.org/publications/49

Research Groups: Computational Statistics

Publication type: Journal

Journal: Journal of the Royal Statistical Society Series B

Citation: Journal of the Royal Statistical Society: Series B (Statistical Methodology), 78(3):505–562

Date Published: 2016

URL: http://www.jstor.org/stable/24775351

Registered Mode: imported from a bibtex file