Evaluating Probability Forecasts in Terms of Refinement and Strictly Proper Scoring Rules
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Date
2003
Authors
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Publisher
Universitätsbibliothek Dortmund
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.
Description
Table of contents
Keywords
probability forecasts, scoring rules, refinement