Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings
Author:
Affiliation:
1. Heidelberger Institut für Theoretische Studien; Heidelberg Germany
2. Karlsruher Institut für Technologie; Karlsruhe Germany
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssb.12154/fullpdf
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