Proper scoring rules for evaluating asymmetry in density forecasting
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- Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020. "Proper scoring rules for evaluating asymmetry in density forecasting," Papers 2006.11265, arXiv.org, revised Sep 2020.
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Keywords
asymmetric continuous probablistic score; asymmetric loss; proper score; density forecast; predictive distribution; weighted score; probabilistic forecast;All these keywords.
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