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Compatible weighted proper scoring rules

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Publication:3143474
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DOI10.1093/biomet/ass046zbMath1452.62153arXiv1311.1131OpenAlexW2096774849MaRDI QIDQ3143474

Peter G. M. Forbes

Publication date: 30 November 2012

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.1131


zbMATH Keywords

Bregman scoreproper scoring ruleweighted scoring ruleoptimal score estimation


Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06)


Related Items

Weighted Scoring Rules and Convex Risk Measures ⋮ Asymptotic minimum scoring rule prediction ⋮ An Overview of Applications of Proper Scoring Rules



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