Evaluating probability forecasts in terms of refinement and strictly proper scoring rules

Evaluating probability forecasts in terms of refinement and strictly proper scoring rules

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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:
Abstract:

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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