Evaluating probability forecasts

Annals of Statistics

Volumn 39, Issue 5, 2011, Pages 2356-2382

  Lai, Tze Leung ^a   Gross, Shulamith T ^b   Shen, David Bo ^c  

^a STANFORD UNIVERSITY   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

^c UBS   (United States)

Author keywords

Forecasting; Loss functions; Martingales; Scoring rules

Indexed keywords

EID: 82655181333     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS902     Document Type: Article

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