Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/49329 
Authors: 
Year of Publication: 
2003
Series/Report no.: 
Technical Report No. 2003,24
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
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

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.