Effective Scoring Rules for Probabilistic Forecasts

DOI10.1287/MNSC.29.4.447MaRDI QIDQ3662424zbMATH OpenOpenAlexFDO

Authors

Publication date 1983

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.29.4.447

zbMATH Keywords

Delphi techniqueeffective scoring ruleselicitation of forecastsprobabilistic forecasts

Mathematics Subject Classification ID

Statistical decision theory (62C99) Operations research and management science (90B99) Decision theory (91B06)

Cited in

(6)

• Multi-dimensional procurement auction under uncertain and asymmetric information
• An axiomatic characterization of wagering mechanisms
• The value of a probability forecast from portfolio theory
• Contrasting probabilistic scoring rules
• Preposterior expected loss as a scoring rule for prior distributions
• Proper scoring rules with arbitrary value functions

This page was built for publication: Effective Scoring Rules for Probabilistic Forecasts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3662424)