Scoring rules and survey density forecasts

International Journal of Forecasting

Volumn 27, Issue 2, 2011, Pages 379-393

  Boero, Gianna ^a   Smith, Jeremy ^a   Wallis, Kenneth F ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Bank of England Survey of External Forecasters; Brier (quadratic probability) score; Density forecast evaluation; Epstein (ranked probability) score; Forecast comparison; Logarithmic score; Missing data

Indexed keywords

EID: 78650957661     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.04.003     Document Type: Article

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