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
proper scoring rulesforecast evaluationquantile forecastsprobability elicitationexpert combinationexpert aggregation
Applications of statistics to economics (62P20) Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06) General considerations in statistical decision theory (62C05)
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