Erratum: Higher order elicitability and Osband's principle.

File Description SizeFormat 
1901.08826v1.pdf132.45 kBAdobe PDFView/Open
Title: Erratum: Higher order elicitability and Osband's principle.
Authors: Fissler, T
Ziegel, J
Item Type: Working Paper
Abstract: This note corrects conditions in Proposition 3.4 and Theorem 5.2(ii) and comments on imprecisions in Propositions 4.2 and 4.4 in Fissler and Ziegel (2016).
Issue Date: 28-Jan-2019
URI: http://hdl.handle.net/10044/1/71351
Publisher: arXiv
Keywords: math.ST
math.ST
q-fin.MF
q-fin.RM
stat.TH
62C99, 91B06
Consistency
decision theory
elicitability
Expected Shortfall
point forecasts
propriety
scoring functions
scoring rules
spectral risk measures
Value at Risk
Publication Status: Published
Open Access location: https://arxiv.org/pdf/1901.08826.pdf
Appears in Collections:Mathematics
Statistics



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Creative Commons