Matches in SemOpenAlex for { <https://semopenalex.org/work/W2166572063> ?p ?o ?g. }
- W2166572063 endingPage "230" @default.
- W2166572063 startingPage "215" @default.
- W2166572063 abstract "We propose new scoring rules based on conditional and censored likelihood for assessing the predictive accuracy of competing density forecasts over a specific region of interest, such as the left tail in financial risk management. These scoring rules can be interpreted in terms of Kullback–Leibler divergence between weighted versions of the density forecast and the true density. Existing scoring rules based on weighted likelihood favor density forecasts with more probability mass in the given region, rendering predictive accuracy tests biased toward such densities. Using our novel likelihood-based scoring rules avoids this problem." @default.
- W2166572063 created "2016-06-24" @default.
- W2166572063 creator A5032022829 @default.
- W2166572063 creator A5060028090 @default.
- W2166572063 creator A5072079903 @default.
- W2166572063 date "2011-08-01" @default.
- W2166572063 modified "2023-10-01" @default.
- W2166572063 title "Likelihood-based scoring rules for comparing density forecasts in tails" @default.
- W2166572063 cites W1590098085 @default.
- W2166572063 cites W1967933262 @default.
- W2166572063 cites W1970744674 @default.
- W2166572063 cites W1977970167 @default.
- W2166572063 cites W1994331360 @default.
- W2166572063 cites W1995565517 @default.
- W2166572063 cites W1998964122 @default.
- W2166572063 cites W1999029409 @default.
- W2166572063 cites W1999053581 @default.
- W2166572063 cites W2002527646 @default.
- W2166572063 cites W2005197594 @default.
- W2166572063 cites W2013206978 @default.
- W2166572063 cites W2014105024 @default.
- W2166572063 cites W2021772914 @default.
- W2166572063 cites W2025720061 @default.
- W2166572063 cites W2040503026 @default.
- W2166572063 cites W2041492724 @default.
- W2166572063 cites W2073874583 @default.
- W2166572063 cites W2079104663 @default.
- W2166572063 cites W2101477916 @default.
- W2166572063 cites W2102236934 @default.
- W2166572063 cites W2103194941 @default.
- W2166572063 cites W2109483038 @default.
- W2166572063 cites W2109594009 @default.
- W2166572063 cites W2109882561 @default.
- W2166572063 cites W2120744642 @default.
- W2166572063 cites W2125578203 @default.
- W2166572063 cites W2131839131 @default.
- W2166572063 cites W2135177937 @default.
- W2166572063 cites W2135606128 @default.
- W2166572063 cites W2135791301 @default.
- W2166572063 cites W2147014038 @default.
- W2166572063 cites W2150118744 @default.
- W2166572063 cites W2150522001 @default.
- W2166572063 cites W2154257821 @default.
- W2166572063 cites W2162305032 @default.
- W2166572063 cites W3021318637 @default.
- W2166572063 cites W3121187889 @default.
- W2166572063 cites W3121471611 @default.
- W2166572063 cites W3122229406 @default.
- W2166572063 cites W3122351404 @default.
- W2166572063 cites W3122672345 @default.
- W2166572063 cites W3123373690 @default.
- W2166572063 cites W3123616420 @default.
- W2166572063 cites W3124216392 @default.
- W2166572063 cites W3125551545 @default.
- W2166572063 cites W3148870508 @default.
- W2166572063 cites W4244036655 @default.
- W2166572063 doi "https://doi.org/10.1016/j.jeconom.2011.04.001" @default.
- W2166572063 hasPublicationYear "2011" @default.
- W2166572063 type Work @default.
- W2166572063 sameAs 2166572063 @default.
- W2166572063 citedByCount "124" @default.
- W2166572063 countsByYear W21665720632012 @default.
- W2166572063 countsByYear W21665720632013 @default.
- W2166572063 countsByYear W21665720632014 @default.
- W2166572063 countsByYear W21665720632015 @default.
- W2166572063 countsByYear W21665720632016 @default.
- W2166572063 countsByYear W21665720632017 @default.
- W2166572063 countsByYear W21665720632018 @default.
- W2166572063 countsByYear W21665720632019 @default.
- W2166572063 countsByYear W21665720632020 @default.
- W2166572063 countsByYear W21665720632021 @default.
- W2166572063 countsByYear W21665720632022 @default.
- W2166572063 countsByYear W21665720632023 @default.
- W2166572063 crossrefType "journal-article" @default.
- W2166572063 hasAuthorship W2166572063A5032022829 @default.
- W2166572063 hasAuthorship W2166572063A5060028090 @default.
- W2166572063 hasAuthorship W2166572063A5072079903 @default.
- W2166572063 hasBestOaLocation W21665720632 @default.
- W2166572063 hasConcept C105795698 @default.
- W2166572063 hasConcept C124101348 @default.
- W2166572063 hasConcept C138885662 @default.
- W2166572063 hasConcept C149782125 @default.
- W2166572063 hasConcept C154945302 @default.
- W2166572063 hasConcept C207390915 @default.
- W2166572063 hasConcept C33923547 @default.
- W2166572063 hasConcept C41008148 @default.
- W2166572063 hasConcept C41895202 @default.
- W2166572063 hasConcept C63002673 @default.
- W2166572063 hasConceptScore W2166572063C105795698 @default.
- W2166572063 hasConceptScore W2166572063C124101348 @default.
- W2166572063 hasConceptScore W2166572063C138885662 @default.
- W2166572063 hasConceptScore W2166572063C149782125 @default.
- W2166572063 hasConceptScore W2166572063C154945302 @default.
- W2166572063 hasConceptScore W2166572063C207390915 @default.
- W2166572063 hasConceptScore W2166572063C33923547 @default.
- W2166572063 hasConceptScore W2166572063C41008148 @default.
- W2166572063 hasConceptScore W2166572063C41895202 @default.
- W2166572063 hasConceptScore W2166572063C63002673 @default.