Forecast verification for extreme value distributions with an application to probabilistic peak wind prediction

Likelihood-based scoring rules for comparing density forecasts in tails

(2011) Cees Diks et al.   JOURNAL OF ECONOMETRICS

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

(2010) Tilmann Gneiting et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Estimation of Extremes: Conventional versus Bayesian techniques

(2010) Panagiota Galiatsatou et al.   JOURNAL OF HYDRAULIC RESEARCH

A probabilistic analysis of wind gusts using extreme value statistics

(2009) Petra Friederichs et al.   METEOROLOGISCHE ZEITSCHRIFT

Reliability, sufficiency, and the decomposition of proper scores

(2009) Jochen Bröcker   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Joint Bayesian model selection and parameter estimation of the generalized extreme value model with covariates using birth-death Markov chain Monte Carlo

(2009) Salaheddine El Adlouni et al.   WATER RESOURCES RESEARCH

Editorial: Probabilistic forecasting

(2008) Tilmann Gneiting   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY