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Title:Evaluating probability forecasts in terms of refinement and strictly proper scoring rules PDF Logo
Authors:Krämer, Walter
Issue Date:2003
Series/Report no.:Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2003,24
Abstract:This note gives an easily verified necessary and sufficient condition for one probability forecaster to empirically outperform another one in terms of all strictly proper scoring rules.
Subjects:probability forecasts
scoring rules
refinement
Document Type:Working Paper
Appears in Collections:Technical Reports, SFB 475, TU Dortmund

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