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 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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tr24-03.pdf | DNB | 81.11 kB | Adobe PDF | View/Open |
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