Dominating countably many forecasts
نویسندگان
چکیده
منابع مشابه
Dominating countably many forecasts
We investigate differences between a simple Dominance Principle applied to sums of fair prices for variables and dominance applied to sums of forecasts for variables scored by proper scoring rules. In particular, we consider differences when fair prices and forecasts correspond to finitely additive expectations and dominance is applied with infinitely many prices and/or forecasts. 1. Introducti...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2014
ISSN: 0090-5364
DOI: 10.1214/14-aos1203