Strictly Proper Scoring Rules, Prediction, and Estimation
Top Cited Papers
- 1 March 2007
- journal article
- review article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 102 (477) , 359-378
- https://doi.org/10.1198/016214506000001437
Abstract
Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the predictive distribution and on the event or value that materializes. A scoring rule is prope...Keywords
This publication has 28 references indexed in Scilit:
- Probability ForecastingPublished by Wiley ,2005
- Weather Forecasting with Ensemble MethodsScience, 2005
- Evaluation and Combination of Conditional Quantile ForecastsJournal of Business & Economic Statistics, 2005
- Statistical Methods for Eliciting Probability DistributionsJournal of the American Statistical Association, 2005
- Weather Forecasting for Weather DerivativesJournal of the American Statistical Association, 2005
- Forecast Uncertainties in Macroeconomic ModelingJournal of the American Statistical Association, 2003
- Smoothing forecast ensembles with fitted probability distributionsQuarterly Journal of the Royal Meteorological Society, 2002
- The economic value of ensemble forecasts as a tool for risk assessment: From days to decadesQuarterly Journal of the Royal Meteorological Society, 2002
- Bayes FactorsJournal of the American Statistical Association, 1995
- Regularized Discriminant AnalysisJournal of the American Statistical Association, 1989