A construction principle for proper scoring rules
نویسندگان
چکیده
Proper scoring rules enable decision-theoretically principled comparisons of probabilistic forecasts. New can be constructed by identifying the predictive distribution with an element a parametric family and then applying known rule. We introduce condition which ensures propriety in this construction thereby obtain novel proper rules.
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 2021
ISSN: ['2330-1511']
DOI: https://doi.org/10.1090/bproc/98