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expectile
Patrick Schmidt
;
Matthias Katzfuss
;
Tilmann Gneiting
Interpretation of point forecasts with unknown directive (replication data)
Point forecasts can be interpreted as functionals (i.e., point summaries) of predictive distributions. We extend methodology for the identification of the functional based on...
DOI:10.15456/jae.2022327.0719348060
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