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We generalize the refinement ordering for well calibrated probability forecasters to the case were the debtors under consideration are not necessarily identical. This ordering is consistent with many well known skill scores used in practice. We also add an illustration using default predictions...
Persistent link: https://www.econbiz.de/10011432495
Persistent link: https://www.econbiz.de/10003630789
We generalize the refinement ordering for well calibrated probability forecasters to the case were the debtors under consideration are not necessarily identical. This ordering is consistent with many well known skill scores used in practice. We also add an illustration using default predictions...
Persistent link: https://www.econbiz.de/10012996461