Scoring Rules, Generalized Entropy, and Utility Maximization
From MaRDI portal
Publication:3392237
Recommendations
Cited in
(20)- Contrasting probabilistic scoring rules
- An Overview of Applications of Proper Scoring Rules
- Fitting probability forecasting models by scoring rules and maximum likelihood
- Weighted Scoring Rules and Convex Risk Measures
- Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
- A risk profile for information fusion algorithms
- Choosing a strictly proper scoring rule
- Tailored scoring rules for probabilities
- Scoring Probability Forecasts by a User’s Bets Against a Market Consensus
- On the quantification of model uncertainty: a Bayesian perspective
- Probabilistic sensitivity measures as information value
- Decision analysis under ambiguity
- Asymptotic minimum scoring rule prediction
- Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
- Asymptotic utilitarianism in scoring rules
- Proper scoring rules with general preferences: a dual characterization of optimal reports
- Minimum Rényi entropy portfolios
- Optimal scoring cutoff policies and efficient frontiers
- Additive scoring rules for discrete sample spaces
- A Probability Scoring Rule for Simultaneous Events
This page was built for publication: Scoring Rules, Generalized Entropy, and Utility Maximization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3392237)
