Should Scoring Rules be “Effective”?

DOI10.1287/MNSC.31.5.527zbMATH Open0608.60041OpenAlexW2123248504MaRDI QIDQ3747424FDOQ3747424

Authors: Robert Nau 

Publication date: 1985

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.31.5.527

Recommendations

• Strictly Proper Scoring Rules, Prediction, and Estimation
• Proper scoring rules with arbitrary value functions
• Additive scoring rules for discrete sample spaces
• Theory and applications of proper scoring rules
• Extensive scoring rules

zbMATH Keywords

forecastingproper scoring ruleseffectiveness of scoring rulesevaluation of forecasts

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

Cited In (50)

• Contrasting probabilistic scoring rules
• Title not available (Why is that?)
• An axiomatic characterization of wagering mechanisms
• An incentive compatible scoring rule for ordinal judgments of expected utility maximizers
• Extensive scoring rules
• Weighted Scoring Rules and Convex Risk Measures
• The geometry of proper scoring rules
• Scoring, truthlikeness, and value
• Local proper scoring rules of order two
• Choosing a strictly proper scoring rule
• Risk measures with the CxLS property
• Tailored scoring rules for probabilities
• Coherent conditional previsions and proper scoring rules
• Decision analysis under ambiguity
• Order-sensitivity and equivariance of scoring functions
• Dominating countably many forecasts
• Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals
• Probabilism, entropies and strictly proper scoring rules
• From Proper Scoring Rules to Max-Min Optimal Forecast Aggregation
• Forecaster's dilemma: extreme events and forecast evaluation
• Why scoring functions cannot assess tail properties
• Measuring and adjusting for overconfidence
• A characterization for the spherical scoring rule
• Scoring in context
• Quantile evaluation, sensitivity to bracketing, and sharing business payoffs
• Proper scoring rules with arbitrary value functions
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Theory and applications of proper scoring rules
• Additive scoring rules for discrete sample spaces
• Evaluating quantile assessments
• Comonotonic proper scoring rules to measure ambiguity and subjective beliefs
• Evaluating Probabilities: Asymmetric Scoring Rules
• Elicitability and identifiability of set-valued measures of systemic risk
• Higher-order asymptotics for scoring rules
• Properization: constructing proper scoring rules via Bayes acts
• Economic Darwinism: Who has the best probabilities?
• The characterisation of scoring functions
• The uniqueness of local proper scoring rules: the logarithmic family
• Comment on article by Dawid and Musio
• Title not available (Why is that?)
• Evaluating probability forecasts
• Preposterior expected loss as a scoring rule for prior distributions
• The value of a probability forecast from portfolio theory
• Do basketball scoring patterns reflect illegal point shaving or optimal in-game adjustments?
• Measurability of functionals and of ideal point forecasts
• A construction principle for proper scoring rules
• Proper scoring rules for general decision models
• Forecasting with imprecise probabilities
• Title not available (Why is that?)
• NECESSARY AND SUFFICIENT CONDITIONS FOR DOMINATION RESULTS FOR PROPER SCORING RULES

This page was built for publication: Should Scoring Rules be “Effective”?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3747424)