Point forecasting and forecast evaluation with generalized Huber loss-Reference-Cited by-同舟云学术

Point forecasting and forecast evaluation with generalized Huber loss

Published:2022-01-01 Issue:1 Volume:16 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Taggart Robert J.¹

Affiliation:

1. Bureau of Meteorology, PO Box 413, Darlinghurst NSW 1300 Australia

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Reference33 articles.

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3. Breckling, J. and Chambers, R. (1988). M-quantiles. Biometrika 75 761–771.

4. Brehmer, J. R. (2017). Elicitability and its application in risk management, Master’s thesis, University of Mannheim. Downloaded on 10 October 2020 from https://arxiv.org/pdf/1707.09604.pdf.

5. Diebold, F. and Mariano, R. (1995). Comparing predictive accuracy. J. Bus. Econ. Stat. 13 253–263.

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