Construct · 1 fields · 1 citations

elicitability: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
elicitability1 CONSTRUCTElicitabilityGNEITING · RISK MANAGEMENT

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Risk management

property of a statistical functional that it is the minimizer of some expected scoring function, so forecasts of it can be compared.

In risk management, elicitability refers to property of a statistical functional that it is the minimizer of some expected scoring function, so forecasts of it can be compared. This meaning comes from Gneiting (2011) in Journal of the American Statistical Association.[1]

Unit
Recovery means
Measured by

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Nearby constructs

association4 fields · 4 citationsjingle · one word, four constructsfunction5 fields · 6 citationsjingle · one word, five constructsproperty4 fields · 4 citationsjingle · one word, four constructs

References

  1. Gneiting, T. (2011). Making and Evaluating Point Forecasts. Journal of the American Statistical Association, 106(494), 746-762. https://doi.org/10.1198/jasa.2011.r10138

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