Likelihood-based scoring rules for comparing density forecasts in tails

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Source ISSN: 2225-1146
Author Diks, Cees, Panchenko, Valentyn, van Dijk, Dick
Maintainer CCSD
Last Updated May 10, 2026, 17:19 (UTC)
Created May 10, 2026, 17:19 (UTC)
Identifier hal-00834423
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Amsterdam School of Economics (ASE) ; Universiteit van Amsterdam = University of Amsterdam (UvA)
creator Diks, Cees
date 2011-06-15T00:00:00
harvest_object_id bc59754a-4782-4691-83fd-d4a0591ef742
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-07-10T00:00:00
relation info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jeconom.2011.04.001
set_spec type:ART