Authors: Krämer, Walter
Title: On the Ordering of Probability Forecasts
Language (ISO): en
Abstract: The paper explores the relationship between various orderings among probability forecasts that have been suggested in the literature. It is shown that well calibrated forecasters are in general not comparable according to the domination ordering suggested by Vardeman and Meeden (1983), that the orderings based on ROC-curves and Gini-curves are identical, and that the domination ordering in conjunction with semicalibration implies the rest.
Subject Headings: probability forecasts
Issue Date: 2002
Publisher: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

Files in This Item:
File Description SizeFormat 
50_02.pdfDNB90.4 kBAdobe PDFView/Open
tr50-02.ps215.01 kBPostscriptView/Open

This item is protected by original copyright

All resources in the repository are protected by copyright.