Scoring Rules for Continuous Probability Distributions

From MaRDI portal
Publication:4120026

DOI10.1287/mnsc.22.10.1087zbMath0349.62080OpenAlexW1984113680MaRDI QIDQ4120026

James E. Matheson, Robert L. Winkler

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1287/mnsc.22.10.1087



Related Items

Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations, Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach, Water flow probabilistic predictions based on a rainfall-runoff simulator: a two-regime model with variable selection, Fast Bayesian estimation of spatial count data models, Testing the reliability of forecasting systems, Modeling synergies in multi-criteria supplier selection and order allocation: an application to commodity trading, Testing the effectiveness of debiasing techniques to reduce overprecision in the elicitation of subjective continuous probability distributions, Scoring rules and the evaluation of probabilities. (With discussion), A new time-varying model for forecasting long-memory series, Geostatistical Modelling Using Non-Gaussian Matérn Fields, Proper scoring rules with arbitrary value functions, Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores, Predictive Inference Based on Markov Chain Monte Carlo Output, Gradient boosting with extreme-value theory for wildfire prediction, Distributional (Single) Index Models, A dynamic nonstationary spatio-temporal model for short term prediction of precipitation, The value of a probability forecast from portfolio theory, Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions, A multivariate frequency-severity framework for healthcare data breaches, Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output, Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios, Gaussian mixture models for clustering and calibration of ensemble weather forecasts, Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures, Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs, Density forecast of financial returns using decomposition and maximum entropy, Eliciting prior information to enhance the predictive performance of bayesian graphical models, Local proper scoring rules of order two, Inferring beliefs as subjectively imprecise probabilities, Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts, The Volatility of Realized Volatility, Bayesian model averaging: A tutorial. (with comments and a rejoinder)., Calibration, sharpness and the weighting of experts in a linear opinion pool, Eliciting subjective probability distributions with binary lotteries, The joint projected normal and skew-normal: a distribution for poly-cylindrical data, Hierarchical integrated spatial process modeling of monotone West Antarctic snow density curves, Robust estimation of a location parameter with the integrated Hogg function, Mechanism design for the truthful elicitation of costly probabilistic estimates in distributed information systems, Optimal estimation versus MCMC for CO\(_2\) retrievals, Forecaster's dilemma: extreme events and forecast evaluation, Quantile-Parameterized Distributions, Probabilistic quantitative precipitation field forecasting using a two-stage spatial model, Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds, Hierarchical dose–response modeling for high‐throughput toxicity screening of environmental chemicals, Towards a complete picture of stationary covariance functions on spheres cross time, Preposterior expected loss as a scoring rule for prior distributions, A characterization for the spherical scoring rule, Exceedance probability score: a novel measure for comparing probabilistic predictions, Inventory -- forecasting: mind the gap, Why scoring functions cannot assess tail properties, Evaluating second-order probability judgments with strictly proper scoring rules, An Overview of Applications of Proper Scoring Rules, Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution