On Testing the Validity of Sequential Probability Forecasts

DOI10.2307/2290731MaRDI QIDQ4694205zbMATH OpenOpenAlexFDO

Authors Françoise Seillier-Moiseiwitsch, A. Philip Dawid

Publication date 17 August 1993

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2290731

zbMATH Keywords

normal distributioncalibrationchi-square distributionscoring rulesmartingale central limit theoremscommon joint distributionsequence of outcomessequence of probability forecasts

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Central limit and other weak theorems (60F05)

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• Modeling parallel transport
• Calibration-based empirical probability
• Computational aspects of DNA mixture analysis
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• A new goodness-of-fit test for event forecasting and its application to credit defaults
• Consistent estimation of a general nonparametric regression function in time series
• Forecasting point and continuous processes: Prequential analysis
• Bayesian diagnostics for chain event graphs
• Testing the reliability of forecasting systems
• Projecting the future burden of cancer: Bayesian age-period-cohort analysis with integrated nested Laplace approximations
• Can theories be tested?
• Probability, causality and the empirical world: a Bayes-de Finetti-Popper-Borel synthesis
• Good Randomized Sequential Probability Forecasting is Always Possible
• Diagnostic tools for approximate Bayesian computation using the coverage property
• Evaluating Real-Time Probabilistic Forecasts With Application to National Basketball Association Outcome Prediction
• Did Jean Ville Invent Martingales?
• Value-at-risk forecasts under scrutiny—the German experience
• Estimation for the prediction of point processes with many covariates
• Evaluating probability forecasts
• The reproducible properties of correct forecasts
• Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study
• Improvement over bayes prediction in small samples in the presence of model uncertainty
• On individual risk

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