Kenneth C. Lichtendahl, Jr.; Winkler, Robert L. - In: Management Science 53 (2007) 11, pp. 1745-1755
Probability forecasters who are rewarded via a proper scoring rule may care not only about the score, but also about their performance relative to other forecasters. We model this type of preference and show that a competitive forecaster who wants to do better than another forecaster typically...