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stat.ME2024
Fast and robust cross-validation-based scoring rule inference for spatial statistics
Helga Kristin Olafsdottir, Holger Rootzén, David Bolin
Scoring rules are aimed at evaluation of the quality of predictions, but can also be used for estimation of parameters in statistical models. We propose estimating parameters of mu…
stat.ME2023
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts
Helga Kristin Olafsdottir, Holger Rootzén, David Bolin
Statistical analysis of extremes can be used to predict the probability of future extreme events, such as large rainfalls or devastating windstorms. The quality of these forecasts…