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Found 2 papers, 1 papers with code
Evaluating probabilistic forecasts with the R package scoringRules
Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demography.
Computation Applications
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings
We show that any scoring function that is consistent for a quantile or an expectile functional, respectively, can be represented as a mixture of extremal scoring functions that form a linearly parameterized family.
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