Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77097
Authors: 
Krämer, Walter
Year of Publication: 
2002
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2002,50
Abstract: 
The paper explores the relationship between various orderings among probability forecasts that have been suggested in the literature. It is shown that well calibrated forecasters are in general not comparable according to the domination ordering suggested by Vardeman and Meeden (1983), that the orderings based on ROC-curves and Gini-curves are identical, and that the domination ordering in conjunction with semicalibration implies the rest.
Subjects: 
probability forecasts
calibration
refinement, domination
Document Type: 
Working Paper

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