Article ID: | iaor20081528 |
Country: | United Kingdom |
Volume: | 25 |
Issue: | 3 |
Start Page Number: | 223 |
End Page Number: | 226 |
Publication Date: | Apr 2006 |
Journal: | International Journal of Forecasting |
Authors: | Krmer Walter |
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.