A new example for a proper scoring rule

Mátyás Barczy

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 11, 3705-3712

Abstract: We give a new example for a proper scoring rule motivated by the form of Anderson–Darling distance of distribution functions and an example of Brehmer and Gneiting.

Date: 2022
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DOI: 10.1080/03610926.2020.1801737

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