Evaluating Probabilities: Asymmetric Scoring Rules

DOI10.1287/MNSC.40.11.1395MaRDI QIDQ4834349zbMATH OpenOpenAlexFDO

Authors Robert L. Winkler

Publication date 28 May 1995

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.40.11.1395

zbMATH Keywords

scoring rules

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06)

Recommendations

• Strictly Proper Scoring Rules, Prediction, and Estimation
• Should Scoring Rules be “Effective”?
• Additive scoring rules for discrete sample spaces
• Theory and applications of proper scoring rules
• Contrasting probabilistic scoring rules

Cited in

(19)

• A characterization for the spherical scoring rule
• Asymptotic minimum scoring rule prediction
• Scoring rules and the evaluation of probabilities. (With discussion)
• Scoring in context
• Eliciting social knowledge for creditworthiness assessment
• Evaluating quantile assessments
• An Overview of Applications of Proper Scoring Rules
• Quantile evaluation, sensitivity to bracketing, and sharing business payoffs
• Tailored scoring rules for probabilities
• Extremizing and Antiextremizing in Bayesian Ensembles of Binary-Event Forecasts
• Additive scoring rules for discrete sample spaces
• A Probability Scoring Rule for Simultaneous Events
• Assessing the Skill of Yes/No Predictions
• A note on the use of empirical AUC for evaluating probabilistic forecasts
• Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
• Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores
• Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
• Evaluating probability forecasts
• Entropy and extropy for partial probability assessments on arbitrary families of events

This page was built for publication: Evaluating Probabilities: Asymmetric Scoring Rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4834349)