Additive scoring rules for discrete sample spaces

DOI10.1287/DECA.2019.0398MaRDI QIDQ5120278zbMATH OpenOpenAlexFDO

Authors Zachary J. Smith, J. Eric Bickel

Publication date 9 September 2020

Published in Decision Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/deca.2019.0398

zbMATH Keywords

proper scoring rulesgeneralized entropyforecast elicitation

Mathematics Subject Classification ID

Statistics (62-XX) Management decision making, including multiple objectives (90B50)

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Cites work

• scientific article; zbMATH DE number 3173999 (Why is no real title available?)
• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
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• Extensive scoring rules
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• Perspective functions: properties, constructions, and examples
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• Proper local scoring rules on discrete sample spaces
• Remarks on the measurement of subjective probability and information
• Scoring Rules, Generalized Entropy, and Utility Maximization
• Scoring rules and the evaluation of probabilities. (With discussion)
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Tailored scoring rules for probabilities
• The geometry of proper scoring rules

Cited in

(12)

• Contrasting probabilistic scoring rules
• Should Scoring Rules be “Effective”?
• NECESSARY AND SUFFICIENT CONDITIONS FOR DOMINATION RESULTS FOR PROPER SCORING RULES
• Extensive scoring rules
• Linear scoring rules for probabilistic binary classification
• Scoring Probability Forecasts by a User’s Bets Against a Market Consensus
• Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores
• Scoring probability forecasts for point processes: the entropy score and information gain
• Quantile evaluation, sensitivity to bracketing, and sharing business payoffs
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Evaluating Probabilities: Asymmetric Scoring Rules
• Evaluating probability forecasts

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