A new example for a proper scoring rule

DOI10.1080/03610926.2020.1801737OpenAlexW3047503318MaRDI QIDQ5079928

Mátyás Barczy

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.07572

zbMATH Keywords

scoring ruleproperizationweighted continuous ranked probability scoring rule

Mathematics Subject Classification ID

Statistics (62-XX) Statistical decision theory (62C99) General considerations in statistical decision theory (62C05)

Cites Work

• Properization: constructing proper scoring rules via Bayes acts
• Theory and applications of proper scoring rules
• Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
• Strictly Proper Scoring Rules, Prediction, and Estimation
• A Test of Goodness of Fit
• Encyclopedia of Distances

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