Effective Scoring Rules for Probabilistic Forecasts

DOI10.1287/MNSC.29.4.447MaRDI QIDQ3662424zbMATH OpenOpenAlexFDO

Authors

Publication date 1983

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.29.4.447

zbMATH Keywords

probabilistic forecastsDelphi techniqueeffective scoring ruleselicitation of forecasts

Mathematics Subject Classification ID

Decision theory (91B06) Statistical decision theory (62C99) Operations research and management science (90B99)

Cited in

(6)

• Contrasting probabilistic scoring rules
• Multi-dimensional procurement auction under uncertain and asymmetric information
• An axiomatic characterization of wagering mechanisms
• Proper scoring rules with arbitrary value functions
• The value of a probability forecast from portfolio theory
• Preposterior expected loss as a scoring rule for prior distributions

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