Imagen de Portada

Sequential Scoring Rule Evaluation for Forecast Method Selection

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Frazier, David T., Poskitt, Donald S.
Formato:	Preprint
Publicado:	2025
Materias:	Statistics Theory Econometrics Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Cutting Feedback in Misspecified Copula Models
por: Smith, Michael Stanley, et al.
Publicado: (2023)

Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
por: Kock, Lucas, et al.
Publicado: (2026)

Optimal Decision Rules Under Partial Identification
por: Yata, Kohei
Publicado: (2021)

Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
por: Kutta, Tim, et al.
Publicado: (2025)

Nonlinear Binscatter Methods
por: Cattaneo, Matias D., et al.
Publicado: (2024)

Regression Model Selection Under General Conditions
por: Lusompa, Amaze
Publicado: (2025)

Compound Selection Decisions: An Almost SURE Approach
por: Chen, Jiafeng, et al.
Publicado: (2025)

Selecting the Best Arm in One-Shot Multi-Arm RCTs: The Asymptotic Minimax-Regret Decision Framework for the Best-Population Selection Problem
por: Joo, Joonhwi
Publicado: (2025)

Estimation and Inference in Boundary Discontinuity Designs: Distance-Based Methods
por: Cattaneo, Matias D., et al.
Publicado: (2025)

Evaluating Policy Effects under Network Interference without Network Information: A Transfer Learning Approach
por: Hoshino, Tadao
Publicado: (2025)

A Test for Jumps in Metric-Space Conditional Means
por: Van Dijcke, David
Publicado: (2025)

Inference on Consensus Ranking of Distributions
por: Kaplan, David M.
Publicado: (2024)

ScoreMatchingRiesz: Score Matching for Debiased Machine Learning and Policy Path Estimation
por: Kato, Masahiro
Publicado: (2025)

Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models
por: Kohns, David, et al.
Publicado: (2025)

Comparing latent inequality with ordinal data
por: Kaplan, David M., et al.
Publicado: (2025)

IV regression with distribution-valued outcomes
por: Van Dijcke, David, et al.
Publicado: (2026)

Frequentist properties of Bayesian inequality tests
por: Kaplan, David M., et al.
Publicado: (2016)

Reproducible Aggregation of Sample-Split Statistics
por: Ritzwoller, David M., et al.
Publicado: (2023)

Estimation and Inference in Boundary Discontinuity Designs: Location-Based Methods
por: Cattaneo, Matias D., et al.
Publicado: (2025)

Near-Optimal Non-Parametric Sequential Tests and Confidence Sequences with Possibly Dependent Observations
por: Bibaut, Aurelien, et al.
Publicado: (2022)

Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning
por: Kato, Masahiro
Publicado: (2026)

Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors
por: Reichold, Karsten, et al.
Publicado: (2025)

Statistically Significant Linear Regression Coefficients Solely Driven By Outliers In Finite-sample Inference
por: Reichel, Felix
Publicado: (2025)

Robust Semiparametric Inference for Bayesian Additive Regression Trees
por: Breunig, Christoph, et al.
Publicado: (2025)

Modewise Additive Factor Model for Matrix Time Series
por: Chen, Elynn, et al.
Publicado: (2025)

Bias correction for Chatterjee's graph-based correlation coefficient
por: Azadkia, Mona, et al.
Publicado: (2025)

A Note on the Finite Sample Bias in Time Series Cross-Validation
por: Lusompa, Amaze
Publicado: (2025)

Learning What to Learn: Experimental Design when Combining Experimental with Observational Evidence
por: Epanomeritakis, Aristotelis, et al.
Publicado: (2025)

Assumption-lean covariate adjustment under covariate adaptive randomization when $p = o (n)$
por: Gu, Yujia, et al.
Publicado: (2025)

On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
por: Fang, Qin, et al.
Publicado: (2025)

Nonparametric Identification of Demand without Exogenous Product Characteristics
por: Borusyak, Kirill, et al.
Publicado: (2025)

On (in)consistency of M-estimators under contamination
por: Klooster, Jens, et al.
Publicado: (2025)

How Much Weak Overlap Can Doubly Robust T-Statistics Handle?
por: Dorn, Jacob
Publicado: (2025)

Honest Inference for Stochastic Optimization
por: Takatsu, Kenta, et al.
Publicado: (2025)

Nonparametric Uniform Inference in Binary Classification and Policy Values
por: Liu, Nan, et al.
Publicado: (2025)

Partial Identification of Causal Effects for Endogenous Continuous Treatments
por: Dalal, Abhinandan, et al.
Publicado: (2025)

Bayesian Model Averaging in Causal Instrumental Variable Models
por: Steiner, Gregor, et al.
Publicado: (2025)

Estimation of High-dimensional Nonlinear Vector Autoregressive Models
por: Han, Yuefeng, et al.
Publicado: (2025)

Optimal estimation for regression discontinuity design with binary outcomes
por: Ishihara, Takuya, et al.
Publicado: (2025)

Learning Time-Varying Correlation Networks with FDR Control via Time-Varying P-values
por: Li, Bufan, et al.
Publicado: (2025)