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Generalized almost stochastic dominance
Tsetlin, Ilia; Winkler, Robert L.; Huang, Rachel J.; … - In: Operations research 63 (2015) 2, pp. 363-377
Persistent link: https://www.econbiz.de/10010526703
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Is it better to average probabilities or quantiles?
Lichtendahl, Kenneth C.; Grushka-Cockayne, Yael; … - In: Management science : journal of the Institute for … 59 (2013) 7, pp. 1594-1611
Persistent link: https://www.econbiz.de/10009784145
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The elicitation of continuous probability distributions
Matheson, James E.; Winkler, Robert L. - 1973
Persistent link: https://www.econbiz.de/10002445663
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Evaluating quantile forecasts in the M5 uncertainty competition
Chen, Zhi; Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - 2022
Persistent link: https://www.econbiz.de/10013191522
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Ranking distributions when only means and variances are known
Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2020 - Revised version of 2019/37/DSC
Persistent link: https://www.econbiz.de/10012299679
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Ranking distributions when only means and variances are known
Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2019
Persistent link: https://www.econbiz.de/10012159289
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Evaluating quantile forecasts in the M5 uncertainty competition
Chen, Zhi; Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - In: International journal of forecasting 38 (2022) 4, pp. 1531-1545
Persistent link: https://www.econbiz.de/10014381153