Properization: constructing proper scoring rules via Bayes acts
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DOI: 10.1007/s10463-019-00705-7
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- Yannick Hoga & Timo Dimitriadis, 2021. "On Testing Equal Conditional Predictive Ability Under Measurement Error," Papers 2106.11104, arXiv.org.
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Keywords
Bayes act; Consistent scoring function; Forecast evaluation; Misclassification error; Proper scoring rule;All these keywords.
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