Evaluating probability forecasts in terms of refinement and strictly proper scoring rules

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.

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Year of publication:	2003
Authors:	Krämer, Walter
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	probability forecasts \| scoring rules \| refinement

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Series:	Technical Report ; 2003,24
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	823217086 [GVK] hdl:10419/49329 [Handle] RePEc:zbw:sfb475:200324 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010306244