Quantiles as optimal point forecasts
Year of publication: |
2011
|
---|---|
Authors: | Gneiting, Tilmann |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 27.2011, 2, p. 197-207
|
Publisher: |
Elsevier |
Subject: | Decision making | Density forecasts | Incentive-compatible compensation scheme | Loss function | Piecewise linear | Proper scoring rule | Quantile |
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