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

Author:

Olafsdottir Helga KristinORCID,Rootzén Holger,Bolin DavidORCID

Publisher

Elsevier BV

Reference32 articles.

1. Evaluating forecasts for high-impact events using transformed kernel scores;Allen,2022

2. On a new multivariate two-sample test;Baringhaus;Journal of Multivariate Analysis,2004

3. rSPDE: Rational approximations of fractional stochastic partial differential equations;Bolin,2023

4. Local scale invariance and robustness of proper scoring rules;Bolin;Statistical Science,2023

5. Why scoring functions cannot assess tail properties;Brehmer;Electronic Journal of Statistics,2019

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