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Identification-robust methods for comparing inequality with an application to regional disparities

Dufour, Jean-Marie; Flachaire, Emmanuel; Khalaf, Lynda; … - In: Journal of economic inequality 22 (2024) 2, pp. 433-452

Persistent link: https://www.econbiz.de/10015097171

Probability Forecast Combination Via Entropy Regularized Wasserstein Distance

Cumings-Menon, Ryan; Shin, Minchul - 2020

We propose probability and density forecast combination methods that are defined using the entropy regularized … how the entropy regularization can improve the quality of predictive density relative to its unregularized counterpart …

Persistent link: https://www.econbiz.de/10014094578

Sum-of-the-parts revised : economic regimes and flexible probabilities

Haase, Felix - 2024 - First Draft: September 9, 2024

conditional and mixture densities as view generators. We use entropy pooling to re-weight the historical distribution to derive …

Persistent link: https://www.econbiz.de/10015062491

Probability forecast combination via entropy regularized Wasserstein distance

Cumings-Menon, Ryan; Shin, Minchul - 2020 - Revised August 2020

Persistent link: https://www.econbiz.de/10012372954

Investigations on the discrimination ability of multivariate scoring rules

Stock, Maximilian - 2022

Persistent link: https://www.econbiz.de/10013412643

Evaluating probability forecasts in terms of refinement and strictly proper scoring rules

Krämer, Walter - 2003

Persistent link: https://www.econbiz.de/10010509830

Properties of the reconciled distributions for Gaussian and count forecasts

Zambon, Lorenzo; Agosto, Arianna; Giudici, Paolo; … - In: International journal of forecasting 40 (2024) 4, pp. 1438-1448

Persistent link: https://www.econbiz.de/10015438422

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

Olafsdottir, Helga Kristin; Rootzén, Holger; Bolin, David - In: International journal of forecasting 40 (2024) 4, pp. 1701-1720

Persistent link: https://www.econbiz.de/10015438505

Optimal probabilistic forecasts : when do they work?

Martin, Gael M.; Loiza-Maya, Ruben; Frazier, David T.; … - 2020

Persistent link: https://www.econbiz.de/10012610795

Loss-based variational Bayes prediction

Frazier, David T.; Loiza-Maya, Ruben; Martin, Gael M.; … - 2021

Persistent link: https://www.econbiz.de/10012614593