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

Walter Krämer

No 2003,24, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

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.

Keywords: probability forecasts; scoring rules; refinement (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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Related works:
Journal Article: Evaluating probability forecasts in terms of refinement and strictly proper scoring rules (2006)
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