Evaluating probability forecasts in terms of refinement and strictly proper scoring rules

Walter Krämer

Journal of Forecasting, 2006, vol. 25, issue 3, 223-226

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. Copyright © 2006 John Wiley & Sons, Ltd.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:jof:jforec:v:25:y:2006:i:3:p:223-226

DOI: 10.1002/for.976

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