Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules

Published 2010 View Full Article

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Title
Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
Authors
Keywords
-
Journal
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume 29, Issue 3, Pages 411-422
Publisher
Informa UK Limited
Online
2010-10-13
DOI
10.1198/jbes.2010.08110

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