A new example for a proper scoring rule

DOI10.1080/03610926.2020.1801737MaRDI QIDQ5079928zbMATH OpenOpenAlexFDO

Authors Mátyás Barczy

Publication date 30 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.07572

zbMATH Keywords

properizationscoring ruleweighted continuous ranked probability scoring rule

Mathematics Subject Classification ID

Statistics (62-XX) General considerations in statistical decision theory (62C05) Statistical decision theory (62C99)

Recommendations

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Cites work

• A Test of Goodness of Fit
• Comparing density forecasts using threshold- and quantile-weighted scoring rules
• Encyclopedia of distances
• Properization: constructing proper scoring rules via Bayes acts
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Theory and applications of proper scoring rules

Cited in

(1)

• An Overview of Applications of Proper Scoring Rules

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