Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs

DOI10.1287/opre.2017.1588zbMath1407.91083OpenAlexW3125022023MaRDI QIDQ4604905

Robert L. Winkler, Kenneth C. jun. Lichtendahl, Yael Grushka-Cockayne, Victor Richmond R. Jose

Publication date: 6 March 2018

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2017.1588

zbMATH Keywords

proper scoring rulesforecast evaluationquantile forecastsprobability elicitationexpert combinationexpert aggregation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06) General considerations in statistical decision theory (62C05)

Related Items (5)

Extremizing and Antiextremizing in Bayesian Ensembles of Binary-Event Forecasts ⋮ Optimal payoff under the generalized dual theory of choice ⋮ Quantile Judgments of Lognormal Losses: An Experimental Investigation ⋮ Measuring Beliefs Under Ambiguity ⋮ Elicitability of Instance and Object Ranking

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