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Found 3 papers, 1 papers with code
Isotonic Distributional Regression
Isotonic distributional regression (IDR) is a powerful nonparametric technique for the estimation of conditional distributions under order restrictions.
Methodology Statistics Theory Statistics Theory
Scenario-based Risk Evaluation
Risk measures such as Expected Shortfall (ES) and Value-at-Risk (VaR) have been prominent in banking regulation and financial risk management.
Strictly proper kernel scores and characteristic kernels on compact spaces
Strictly proper kernel scores are well-known tool in probabilistic forecasting, while characteristic kernels have been extensively investigated in the machine learning literature.
