Authors: Krämer, Walter
Title: Evaluating Probability Forecasts in Terms of Refinement and Strictly Proper Scoring Rules
Language (ISO): en
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.
Subject Headings: probability forecasts
scoring rules
refinement
URI: http://hdl.handle.net/2003/4986
http://dx.doi.org/10.17877/DE290R-2757
Issue Date: 2003
Publisher: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

Files in This Item:
File Description SizeFormat 
tr24-03.pdfDNB81.11 kBAdobe PDFView/Open


This item is protected by original copyright



All resources in the repository are protected by copyright.