Strictly Proper Scoring Rules, Prediction, and Estimation
β Scribed by Gneiting, Tilmann; Raftery, Adrian E
- Book ID
- 111945667
- Publisher
- American Statistical Association
- Year
- 2007
- Tongue
- English
- Weight
- 550 KB
- Volume
- 102
- Category
- Article
- ISSN
- 0162-1459
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## 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.βCopyright Β© 2006 John Wiley & Sons, Ltd.
## Abstract Proper scoring rules serve to measure subjective degrees of belief. Traditional proper scoring rules are based on the assumption of expected value maximization. There are, however, many deviations from expected value, primarily due to risk aversion. Correcting techniques have been propo