Comparing density forecasts using threshold- and quantile-weighted scoring rules

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Bibliographic Details
Main Author: Gneiting, Tilmann (Author)
Other Authors: Ranjan, Roopesh (Other)
Format: Article (Journal)
Language:English
Published: 2011
In: Journal of business & economic statistics
Year: 2011, Volume: 29, Issue: 3, Pages: 411-422
ISSN:0735-0015
Subjects:
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Author Notes:Tilmann Gneiting; Roopesh Ranjan