Contrasting probabilistic scoring rules

DOI10.1016/J.JSPI.2013.05.012zbMath1279.62111arXiv1112.4530OpenAlexW2008940396MaRDI QIDQ394786

Reason L. Machete

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4530

zbMATH Keywords

estimationutility functionsforecast evaluationsprobabilistic forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric inference (62G99)

Related Items (8)

Robust confidence distributions from proper scoring rules ⋮ Asymptotic minimum scoring rule prediction ⋮ Higher-order asymptotics for scoring rules ⋮ Lumpy and intermittent retail demand forecasts with score-driven models ⋮ Objective Bayesian inference with proper scoring rules ⋮ Minimum Scoring Rule Inference ⋮ Semi-supervised nonparametric Bayesian modelling of spatial proteomics ⋮ An Overview of Applications of Proper Scoring Rules

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• Tailored Scoring Rules for Probabilities
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Probabilistic Forecasts, Calibration and Sharpness
• Elicitation of Personal Probabilities and Expectations

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