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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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Autor |
Prof. Dr. rer. pol. Walter Krämer |
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Artikel | | Fachbereich | | Fachrichtung | 2005 | | Statistik/Ökonometrie | | Statistik |
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Schlagwörter |
probability forecasts, refinement, scoring rules |