Proper scoring rules with arbitrary value functions

DOI10.1016/j.jmateco.2010.09.002zbMath1232.91129OpenAlexW2130600545MaRDI QIDQ617622

Maxwell B. Stinchcombe, Andrew B. Whinston, Fang Fang

Publication date: 21 January 2011

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.09.002

zbMATH Keywords

value functionselicitationproper scoring rulesBauer simplexesChoquet's theoremconvex extensions of functionsexpert opinions

Mathematics Subject Classification ID

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

Related Items (3)

General truthfulness characterizations via convex analysis ⋮ Reservation wage and optimal contract for experts ⋮ Proper scoring rules with general preferences: a dual characterization of optimal reports

Cites Work

• The geometry of proper scoring rules
• Identifiability of mixtures of exponential families
• Kennzeichnung kompakter Simplexe mit abgeschlossener Extremalpunktmenge
• MEASURES OF THE VALUE OF INFORMATION
• Effective Scoring Rules for Probabilistic Forecasts
• Scoring Rules for Continuous Probability Distributions
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Proper Scores for Probability Forecasters
• Elicitation of Personal Probabilities and Expectations
• Equivalent Comparisons of Experiments
• Lectures on Choquet's theorem
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