Linear scoring rules for probabilistic binary classification

DOI10.1214/16-EJS1150zbMath1403.62120MaRDI QIDQ302442

F. Blanchet-Sadri, M. Dambrine

Publication date: 5 July 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1464966339

zbMATH Keywords

probabilistic forecast; scoring rules; binary classification

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62H30: Classification and discrimination; cluster analysis (statistical aspects)