✦ LIBER ✦
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
✍ Scribed by Walter Krämer
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 89 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0277-6693
- DOI
- 10.1002/for.976
No coin nor oath required. For personal study only.
✦ Synopsis
Abstract
This note gives an easily verified necessary and sufficient condition for one probability forecaster to empirically outperform another one in terms of all strictly proper scoring rules. Copyright © 2006 John Wiley & Sons, Ltd.