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Eliciting properties of probability distributions

https://doi.org/10.1145/1386790.1386813
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Journal of The American Statistical Association
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Probabilistic prediction in patient management and clinical trials
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Admissible Probability Measurement Procedures
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Scoring rules and the evaluation of probabilities
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Computation in a distributed information market
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Combinatorial Information Market Design
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Elicitation of Personal Probabilities and Expectations
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Probability Forecasting in Meteorology
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Proper Scoring Rules for Fractiles
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VERIFICATION OF FORECASTS EXPRESSED IN TERMS OF PROBABILITY
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Strictly Proper Scoring Rules, Prediction, and Estimation
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Proper Scores for Probability Forecasters
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A General Method for Comparing Probability Assessors
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Prediction Markets
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Effective Scoring Rules for Probabilistic Forecasts
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Subjective Probabilities and Scoring Rules: Experimental Evidence
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Subjective Probabilities and Short-Term Economic Forecasts: An Empirical Investigation

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Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Elicitable Risk Measures
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What is the Best Risk Measure in Practice? A Comparison of Standard Measures
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On the Measurement of Economic Tail Risk
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WTI Crude Oil Option-Implied VaR and CVaR: An Empirical Application
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Multinomial VAR Backtests: A Simple Implicit Approach to Backtesting Expected Shortfall
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General Properties of Backtestable Statistics
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Dynamic Modeling of the Global Minimum Variance Portfolio
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Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
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References
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WTI crude oil option implied VaR and CVaR: An empirical application
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Option‐implied risk measures: An empirical examination on the S&P 500 index
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Power Diagram Detection with Applications to Information Elicitation
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DISTORTION RISKMETRICS ON GENERAL SPACES
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Eliciting subjective real-valued beliefs
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Distribution‐Based Model Evaluation and Diagnostics: Elicitability, Propriety, and Scoring Rules for Hydrograph Functionals
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Elicitation complexity of statistical properties
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The mode functional is not elicitable
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Decoding the age–chemical structure of the Milky Way disc: an application of copulas and elicitable maps
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Assessing Asset Tail Risk with Artificial Intelligence: The Application of Artificial Neural Network
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COHERENCE AND ELICITABILITY
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Risk Functionals With Convex Level Sets
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Bayes Risk, Elicitability, and the Expected Shortfall
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Elicitability and Identifiability of Tail Risk Measures
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Self-financed wagering mechanisms for forecasting
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Eliciting properties of probability distributions
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Surrogate regret bounds for proper losses
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The Limits of Multi-task Peer Prediction
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Using Property Elicitation to Understand the Impacts of Fairness Regularizers
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Risk Measures: Robustness, Elicitability, and Backtesting
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Making and Evaluating Point Forecasts
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Higher order elicitability and Osband’s principle
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Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals
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Áttörés a kockázati mutatók validációjában – Megnyílt az út a várható többletveszteség effektív visszateszteléséhez?
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Unifying Lower Bounds on Prediction Dimension of Consistent Convex Surrogates
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Information elicitation for decision making
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Three Essays in Financial Econometrics
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