Probabilistic Coherence and Proper Scoring Rules

From MaRDI portal



Abstract: We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem appears to be new but is closely related to results achieved by other investigators.






Cited in
(40)








This page was built for publication: Probabilistic Coherence and Proper Scoring Rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4974039)