449 citations · 2.1k across the 35 of their papers we have counts for
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stat.ME2015
Forecaster's Dilemma: Extreme Events and Forecast Evaluation
Sebastian Lerch, Thordis L. Thorarinsdottir, Francesco Ravazzolo +1
In public discussions of the quality of forecasts, attention typically focuses on the predictive performance in cases of extreme events. However, the restriction of conventional fo…
stat.ME2015
Interpretation of point forecasts with unkown directive
Patrick Schmidt, Matthias Katzfuß, Tilmann Gneiting
Point forecasts can be interpreted as functionals (i.e., point summaries) of predictive distributions. We consider the situation where forecasters' directives are hidden and develo…