Choosing a Strictly Proper Scoring Rule

DOI10.1287/deca.2013.0280zbMath1398.91195OpenAlexW2054321977MaRDI QIDQ4691970

Edgar C. Merkle, Mark Steyvers

Publication date: 24 October 2018

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f965ef3e30615d358c20695c0e581b3ba6aff71f

zbMATH Keywords

subjective probabilityforecastingBrier scoreproper scoring rule

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items

On the quantification of model uncertainty: a Bayesian perspective ⋮ Forecast dominance testing via sign randomization ⋮ Point forecasting and forecast evaluation with generalized Huber loss ⋮ Probabilism, entropies and strictly proper scoring rules ⋮ An Overview of Applications of Proper Scoring Rules ⋮ Elicitability of Instance and Object Ranking ⋮ Scoring Probability Forecasts by a User’s Bets Against a Market Consensus

Uses Software

• R

Cites Work

• A general method for comparing probability assessors
• Axiomatic characterization of the quadratic scoring rule
• Scoring rules and the evaluation of probabilities. (With discussion)
• Economic Interpretation of Probabilities Estimated by Maximum Likelihood or Score
• Scoring Rules, Generalized Entropy, and Utility Maximization
• Tailored Scoring Rules for Probabilities
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Uncertain Judgements: Eliciting Experts' Probabilities