Matches in SemOpenAlex for { <https://semopenalex.org/work/W2944472092> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W2944472092 abstract "Motivated by the growing interest in sound forecast evaluation techniques with an emphasis on distribution tails rather than average behaviour, we investigate a fundamental question arising in this context: Can statistical features of distribution tails be elicitable, i.e. be the unique minimizer of an expected score? We demonstrate that expected scores are not suitable to distinguish genuine tail properties in a very strong sense. Specifically, we introduce the class of max-functionals, which contains key characteristics from extreme value theory, for instance the extreme value index. We show that its members fail to be elicitable and that their elicitation complexity is in fact infinite under mild regularity assumptions. Further we prove that, even if the information of a max-functional is reported via the entire distribution function, a proper scoring rule cannot separate max-functional values. These findings highlight the caution needed in forecast evaluation and statistical inference if relevant information is encoded by such functionals." @default.
- W2944472092 created "2019-05-16" @default.
- W2944472092 creator A5014426389 @default.
- W2944472092 creator A5077994217 @default.
- W2944472092 date "2019-01-01" @default.
- W2944472092 modified "2023-09-25" @default.
- W2944472092 title "Why scoring functions cannot assess tail properties" @default.
- W2944472092 cites W1573999982 @default.
- W2944472092 cites W1980620433 @default.
- W2944472092 cites W1984113680 @default.
- W2944472092 cites W2013038615 @default.
- W2944472092 cites W2025720061 @default.
- W2944472092 cites W2047647925 @default.
- W2944472092 cites W2058959119 @default.
- W2944472092 cites W2065089656 @default.
- W2944472092 cites W2075965721 @default.
- W2944472092 cites W2090347902 @default.
- W2944472092 cites W2108871462 @default.
- W2944472092 cites W2117854276 @default.
- W2944472092 cites W2118940214 @default.
- W2944472092 cites W2123248504 @default.
- W2944472092 cites W2140951602 @default.
- W2944472092 cites W2143837721 @default.
- W2944472092 cites W2166572063 @default.
- W2944472092 cites W2776621238 @default.
- W2944472092 cites W2943513601 @default.
- W2944472092 cites W2963352444 @default.
- W2944472092 cites W3102833010 @default.
- W2944472092 cites W3123498107 @default.
- W2944472092 cites W4214712351 @default.
- W2944472092 cites W4301221189 @default.
- W2944472092 cites W846844103 @default.
- W2944472092 doi "https://doi.org/10.1214/19-ejs1622" @default.
- W2944472092 hasPublicationYear "2019" @default.
- W2944472092 type Work @default.
- W2944472092 sameAs 2944472092 @default.
- W2944472092 citedByCount "13" @default.
- W2944472092 countsByYear W29444720922018 @default.
- W2944472092 countsByYear W29444720922020 @default.
- W2944472092 countsByYear W29444720922021 @default.
- W2944472092 countsByYear W29444720922022 @default.
- W2944472092 countsByYear W29444720922023 @default.
- W2944472092 crossrefType "journal-article" @default.
- W2944472092 hasAuthorship W2944472092A5014426389 @default.
- W2944472092 hasAuthorship W2944472092A5077994217 @default.
- W2944472092 hasBestOaLocation W29444720921 @default.
- W2944472092 hasConcept C105795698 @default.
- W2944472092 hasConcept C134261354 @default.
- W2944472092 hasConcept C14036430 @default.
- W2944472092 hasConcept C147581598 @default.
- W2944472092 hasConcept C149782125 @default.
- W2944472092 hasConcept C151730666 @default.
- W2944472092 hasConcept C154945302 @default.
- W2944472092 hasConcept C2776214188 @default.
- W2944472092 hasConcept C2777212361 @default.
- W2944472092 hasConcept C2779343474 @default.
- W2944472092 hasConcept C33923547 @default.
- W2944472092 hasConcept C41008148 @default.
- W2944472092 hasConcept C63002673 @default.
- W2944472092 hasConcept C78458016 @default.
- W2944472092 hasConcept C86803240 @default.
- W2944472092 hasConceptScore W2944472092C105795698 @default.
- W2944472092 hasConceptScore W2944472092C134261354 @default.
- W2944472092 hasConceptScore W2944472092C14036430 @default.
- W2944472092 hasConceptScore W2944472092C147581598 @default.
- W2944472092 hasConceptScore W2944472092C149782125 @default.
- W2944472092 hasConceptScore W2944472092C151730666 @default.
- W2944472092 hasConceptScore W2944472092C154945302 @default.
- W2944472092 hasConceptScore W2944472092C2776214188 @default.
- W2944472092 hasConceptScore W2944472092C2777212361 @default.
- W2944472092 hasConceptScore W2944472092C2779343474 @default.
- W2944472092 hasConceptScore W2944472092C33923547 @default.
- W2944472092 hasConceptScore W2944472092C41008148 @default.
- W2944472092 hasConceptScore W2944472092C63002673 @default.
- W2944472092 hasConceptScore W2944472092C78458016 @default.
- W2944472092 hasConceptScore W2944472092C86803240 @default.
- W2944472092 hasIssue "2" @default.
- W2944472092 hasLocation W29444720921 @default.
- W2944472092 hasLocation W29444720922 @default.
- W2944472092 hasLocation W29444720923 @default.
- W2944472092 hasLocation W29444720924 @default.
- W2944472092 hasOpenAccess W2944472092 @default.
- W2944472092 hasPrimaryLocation W29444720921 @default.
- W2944472092 hasRelatedWork W1509995380 @default.
- W2944472092 hasRelatedWork W1560139384 @default.
- W2944472092 hasRelatedWork W1983747282 @default.
- W2944472092 hasRelatedWork W2007735529 @default.
- W2944472092 hasRelatedWork W2357111437 @default.
- W2944472092 hasRelatedWork W2927169914 @default.
- W2944472092 hasRelatedWork W2944472092 @default.
- W2944472092 hasRelatedWork W3000984192 @default.
- W2944472092 hasRelatedWork W337850482 @default.
- W2944472092 hasRelatedWork W4220985904 @default.
- W2944472092 hasVolume "13" @default.
- W2944472092 isParatext "false" @default.
- W2944472092 isRetracted "false" @default.
- W2944472092 magId "2944472092" @default.
- W2944472092 workType "article" @default.