elicitability

English

Etymology

elicit +‎ -ability

Noun

elicitability (countable and uncountable, plural elicitabilities)

1. The condition of being elicitable
   • 2015, Yi Yang, Teng Zhang, Hui Zou, “Flexible Expectile Regression in Reproducing Kernel Hilbert Space”, in arXiv‎^[1]:

     Expectile, first introduced by Newey and Powell (1987) in the econometrics literature, has recently become increasingly popular in risk management and capital allocation for financial institutions due to its desirable properties such as coherence and elicitability.