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
calibration
refinement
domination
URI: http://hdl.handle.net/2003/5214
http://dx.doi.org/10.17877/DE290R-12198
Issue Date: 2002
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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