Scoring rules and survey density forecasts
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- Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2011. "Scoring rules and survey density forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 379-393.
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Keywords
Density forecast evaluation Brier (quadratic probability) score Epstein (ranked probability) score Logarithmic score Bank of England Survey of External Forecasters Missing data Forecast comparison;Statistics
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