A construction principle for proper scoring rules

DOI10.1090/bproc/98zbMath1477.62028OpenAlexW3206687196MaRDI QIDQ5164022

Jonas R. Brehmer

Publication date: 9 November 2021

Published in: Proceedings of the American Mathematical Society, Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/bproc/98

zbMATH Keywords

probabilistic forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) General considerations in statistical decision theory (62C05)

Related Items (1)

Comparative evaluation of point process forecasts

Cites Work

• Unnamed Item
• Proper local scoring rules
• Local proper scoring rules of order two
• The geometry of proper scoring rules
• Coherent dispersion criteria for optimal experimental design
• Theory and applications of proper scoring rules
• Information and Exponential Families
• Strictly Proper Scoring Rules, Prediction, and Estimation

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