Publication Date:
2014-02-26
Description:
This article is concerned with point forecasting of a real-valued random variable with a general Lebesgue density. Answering a question of Gneiting (2011), it is shown that the mode is not elicitable, or, in other words, that it is impossible to find a loss or scoring function under which the mode is the Bayes predictor.
Print ISSN:
0006-3444
Electronic ISSN:
1464-3510
Topics:
Biology
,
Mathematics
,
Medicine
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