scientific article; zbMATH DE number 4098579

MaRDI QIDQ3823699zbMATH OpenFDO

Authors Morris H. DeGroot, E. Anders Eriksson

Publication date 1985

zbMATH Keywords

calibrationcomparison of forecastersLorenz curvesmajorizationmore refined thanpredictionsSchur-convexityscoring rulessecond-degree stochastic dominancestochastic transformationssubjective probabilitieswell-calibrated forecasters

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

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(12)

• A Bayesian view of assessing uncertainty and comparing expert opinion
• Calibration and refinement for classification trees
• Comparing the accuracy of default predictions in the rating industry for different sets of obligors
• Coherent combination of experts' opinions. (With discussion)
• Scoring rules and the evaluation of probabilities. (With discussion)
• Dominating countably many forecasts
• Skill scores and modified Lorenz domination in default forecasts
• On the ordering of probability forecasts
• scientific article; zbMATH DE number 4043029 (Why is no real title available?)
• Lorenz ranking of income distributions
• Testing for auto-calibration with Lorenz and concentration curves
• Matrix scaling of subjective probabilities of economic forecasts

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