Quantiles as optimal point forecastsTilmann Gneiting2010-03-09articleInternational Journal of Forecasting217 citationsclosedNo readable copy stored yet — this record is metadata only.Forecasting Techniques and ApplicationsStatistical Methods and InferenceEnergy Load and Power ForecastingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 217 citations exist upstream.References2007Strictly Proper Scoring Rules, Prediction, and Estimation1962Applied Statistical Decision Theory2007Probabilistic Forecasts, Calibration and Sharpness1998Evaluating Density Forecasts with Applications to Financial Risk Management1962Applied Statistical Decision Theory.2010Volatility forecast comparison using imperfect volatility proxies1971Elicitation of Personal Probabilities and Expectations2000Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental EvidenceCited by2019Criteria for classifying forecasting methods2024A review of predictive uncertainty estimation with machine learning2021Inventory – forecasting: Mind the gap2019Optimising Forecasting Models for Inventory Planning2021The M5 uncertainty competition: Results, findings and conclusions2019Why the “best” point forecast depends on the error or accuracy measure2017Macroeconomic Uncertainty Through the Lens of Professional Forecasters2019Comparing Possibly Misspecified Forecasts