Fitting probability forecasting models by scoring rules and maximum likelihood

DOI10.1016/J.JSPI.2010.11.033zbMath1207.62042OpenAlexW1995249313MaRDI QIDQ629118

Yan-Xia Lin, David Johnstone

Publication date: 8 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.033

zbMATH Keywords

maximum likelihoodlog scoreoptimum score estimationprobability scoring rule

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (2)

Weighted Scoring Rules and Convex Risk Measures ⋮ Contrasting probabilistic scoring rules

Cites Work

• The geometry of proper scoring rules
• Economic Interpretation of Probabilities Estimated by Maximum Likelihood or Score
• Scoring Rules, Generalized Entropy, and Utility Maximization
• Scoring probability forecasts for point processes: the entropy score and information gain
• Strictly Proper Scoring Rules, Prediction, and Estimation

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