Proper scoring rules with general preferences: a dual characterization of optimal reports
From MaRDI portal
Publication:2273952
DOI10.1016/j.geb.2019.07.012zbMath1425.91103OpenAlexW2966801459MaRDI QIDQ2273952
Christopher P. Chambers, Paul J. Healy, Nicolas S. Lambert
Publication date: 19 September 2019
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2019.07.012
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Proper scoring rules with arbitrary value functions
- Uncertainty averse preferences
- Proper scoring rules for general decision models
- Axiomatic characterization of the quadratic scoring rule
- Money does not induce risk neutral behavior, but binary lotteries do even worse
- Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
- Complete Monotone Quasiconcave Duality
- Axiomatic Foundations of Multiplier Preferences
- MEASURES OF THE VALUE OF INFORMATION
- Scoring Rules, Generalized Entropy, and Utility Maximization
- A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes
- A More Robust Definition of Subjective Probability
- Robust scoring rules
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- An Experimental Study of Belief Learning Using Elicited Beliefs
- Elicitation of Personal Probabilities and Expectations
- A Definition of Subjective Probability
- La distribution du revenu entre les divers biens