Proper scoring rules for general decision models
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Publication:926877
DOI10.1016/J.GEB.2007.08.002zbMATH Open1134.91365OpenAlexW2040451044MaRDI QIDQ926877FDOQ926877
Authors: Christopher P. Chambers 
Publication date: 21 May 2008
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://authors.library.caltech.edu/75926/
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implementationsubjective expected utilityscoring rulemultiple priorsChoquet expected utilityprobability elicitationexperimental procedures
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Cited In (13)
- Scoring Rules, Generalized Entropy, and Utility Maximization
- The geometry of proper scoring rules
- Proper scoring rules and Bregman divergence
- Tailored scoring rules for probabilities
- A truth serum for non-Bayesians: correcting proper scoring rules for risk attitudes
- Proper scoring rules with general preferences: a dual characterization of optimal reports
- Eliciting second-order beliefs
- Eliciting ambiguous beliefs using constructed ambiguous acts: alpha-maxmin
- Optimal scoring cutoff policies and efficient frontiers
- Proper scoring rules with arbitrary value functions
- Comonotonic proper scoring rules to measure ambiguity and subjective beliefs
- Scoring rules over subsets of alternatives: consistency and paradoxes
- Interdependent preferences and strategic distinguishability
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