Schlagwort: Refinement
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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 (...)
On the ordering of probability forecasts
The paper explores the relationship between various orderings among probability forecasts that have been suggested in the literature. It is shown that well calibrated forecasters are in general not (...)