IDEAS home Printed from https://ideas.repec.org/a/kap/theord/v66y2009i3p263-281.html
   My bibliography  Save this article

A Characterization for the Spherical Scoring Rule

Author

Listed:
  • Victor Jose

Abstract

No abstract is available for this item.

Suggested Citation

  • Victor Jose, 2009. "A Characterization for the Spherical Scoring Rule," Theory and Decision, Springer, vol. 66(3), pages 263-281, March.
    • Handle: RePEc:kap:theord:v:66:y:2009:i:3:p:263-281
    DOI: 10.1007/s11238-007-9067-x
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11238-007-9067-x
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s11238-007-9067-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. James E. Matheson & Robert L. Winkler, 1976. "Scoring Rules for Continuous Probability Distributions," Management Science, INFORMS, vol. 22(10), pages 1087-1096, June.
    2. R. Winkler & Javier Muñoz & José Cervera & José Bernardo & Gail Blattenberger & Joseph Kadane & Dennis Lindley & Allan Murphy & Robert Oliver & David Ríos-Insua, 1996. "Scoring rules and the evaluation of probabilities," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(1), pages 1-60, June.
    3. David Johnstone, 2007. "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, vol. 62(1), pages 47-96, February.
    4. Robert L. Winkler, 1994. "Evaluating Probabilities: Asymmetric Scoring Rules," Management Science, INFORMS, vol. 40(11), pages 1395-1405, November.
    5. Reinhard Selten, 1998. "Axiomatic Characterization of the Quadratic Scoring Rule," Experimental Economics, Springer;Economic Science Association, vol. 1(1), pages 43-61, June.
    6. Emir Shuford & Arthur Albert & H. Edward Massengill, 1966. "Admissible probability measurement procedures," Psychometrika, Springer;The Psychometric Society, vol. 31(2), pages 125-145, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Arthur Carvalho, 2015. "Tailored proper scoring rules elicit decision weights," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 10(1), pages 86-96, January.
    2. repec:cup:judgdm:v:10:y:2015:i:1:p:86-96 is not listed on IDEAS
    3. Jens Witkowski & Rupert Freeman & Jennifer Wortman Vaughan & David M. Pennock & Andreas Krause, 2023. "Incentive-Compatible Forecasting Competitions," Management Science, INFORMS, vol. 69(3), pages 1354-1374, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Karl Schlag & James Tremewan & Joël Weele, 2015. "A penny for your thoughts: a survey of methods for eliciting beliefs," Experimental Economics, Springer;Economic Science Association, vol. 18(3), pages 457-490, September.
    2. Karl Schlag & James Tremewan & Joël Weele, 2015. "A penny for your thoughts: a survey of methods for eliciting beliefs," Experimental Economics, Springer;Economic Science Association, vol. 18(3), pages 457-490, September.
    3. Victor Richmond R. Jose & Robert F. Nau & Robert L. Winkler, 2008. "Scoring Rules, Generalized Entropy, and Utility Maximization," Operations Research, INFORMS, vol. 56(5), pages 1146-1157, October.
    4. J. Eric Bickel, 2007. "Some Comparisons among Quadratic, Spherical, and Logarithmic Scoring Rules," Decision Analysis, INFORMS, vol. 4(2), pages 49-65, June.
    5. Victor Richmond R. Jose & Robert F. Nau & Robert L. Winkler, 2009. "Sensitivity to Distance and Baseline Distributions in Forecast Evaluation," Management Science, INFORMS, vol. 55(4), pages 582-590, April.
    6. Robert L. Winkler & Yael Grushka-Cockayne & Kenneth C. Lichtendahl Jr. & Victor Richmond R. Jose, 2019. "Probability Forecasts and Their Combination: A Research Perspective," Decision Analysis, INFORMS, vol. 16(4), pages 239-260, December.
    7. Victor Richmond R. Jose & Robert L. Winkler, 2009. "Evaluating Quantile Assessments," Operations Research, INFORMS, vol. 57(5), pages 1287-1297, October.
    8. Kenneth C. Lichtendahl & Yael Grushka-Cockayne & Robert L. Winkler, 2013. "Is It Better to Average Probabilities or Quantiles?," Management Science, INFORMS, vol. 59(7), pages 1594-1611, July.
    9. Sohail Abbas & Zulfiqar Ali Mayo, 2021. "Impact of temperature and rainfall on rice production in Punjab, Pakistan," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(2), pages 1706-1728, February.
    10. de Haan, Thomas, 2020. "Eliciting belief distributions using a random two-level partitioning of the state space," Working Papers in Economics 1/20, University of Bergen, Department of Economics.
    11. Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020. "Proper scoring rules for evaluating asymmetry in density forecasting," Papers 2006.11265, arXiv.org, revised Sep 2020.
    12. Tilmann Gneiting & Larissa Stanberry & Eric Grimit & Leonhard Held & Nicholas Johnson, 2008. "Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(2), pages 211-235, August.
    13. Luisa Bisaglia & Matteo Grigoletto, 2021. "A new time-varying model for forecasting long-memory series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 139-155, March.
    14. Michaël Zamo & Liliane Bel & Olivier Mestre, 2021. "Sequential aggregation of probabilistic forecasts—Application to wind speed ensemble forecasts," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 202-225, January.
    15. Yael Grushka-Cockayne & Kenneth C. Lichtendahl Jr. & Victor Richmond R. Jose & Robert L. Winkler, 2017. "Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs," Operations Research, INFORMS, vol. 65(3), pages 712-728, June.
    16. Fabian Krüger & Sebastian Lerch & Thordis Thorarinsdottir & Tilmann Gneiting, 2021. "Predictive Inference Based on Markov Chain Monte Carlo Output," International Statistical Review, International Statistical Institute, vol. 89(2), pages 274-301, August.
    17. Cameron J. Williams & Kevin J. Wilson & Nina Wilson, 2021. "A comparison of prior elicitation aggregation using the classical method and SHELF," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 920-940, July.
    18. Alvaro Sandroni & Eran Shmaya, 2013. "Eliciting Beliefs by Paying in Chance," Discussion Papers 1565, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    19. Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
    20. James S. Dyer & James E. Smith, 2021. "Innovations in the Science and Practice of Decision Analysis: The Role of Management Science," Management Science, INFORMS, vol. 67(9), pages 5364-5378, September.

    More about this item

    Keywords

    decision theory; probability assessment; probability elicitation; proportionality; strictly proper scoring rule; Primary 62C99; Secondary 62A01; 90B50; 91B06; C44; C89;
    All these keywords.

    JEL classification:

    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • C89 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:theord:v:66:y:2009:i:3:p:263-281. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.