Fang, Fang; Stinchcombe, Maxwell B.; Whinston, Andrew B. - In: Journal of Mathematical Economics 46 (2010) 6, pp. 1200-1210
Abstract A scoring rule is proper if it elicits an expert's true beliefs as a probabilistic forecast, and it is strictly proper if it uniquely elicits an expert's true beliefs. The value function associated with a (strictly) proper scoring rule is (strictly) convex on any convex set of beliefs....
