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Scoring rules and the evaluation of probabilities

Author

Listed:
  • R. Winkler
  • Javier Muñoz
  • José Cervera
  • José Bernardo
  • Gail Blattenberger
  • Joseph Kadane
  • Dennis Lindley
  • Allan Murphy
  • Robert Oliver
  • David Ríos-Insua

Abstract

No abstract is available for this item.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:testjl:v:5:y:1996:i:1:p:1-60
    DOI: 10.1007/BF02562681
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    References listed on IDEAS

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    1. Deirdre N. McCloskey & Stephen T. Ziliak, 1996. "The Standard Error of Regressions," Journal of Economic Literature, American Economic Association, vol. 34(1), pages 97-114, March.
    2. Blattenberger, Gail & Lad, Frank, 1988. "An Application of Operational-Subjective Statistical Methods to Rational Expectations: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 475-477, October.
    3. James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wasserman &, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 5-124, June.
    4. James E. Matheson & Robert L. Winkler, 1976. "Scoring Rules for Continuous Probability Distributions," Management Science, INFORMS, vol. 22(10), pages 1087-1096, June.
    5. Harsanyi, John C, 1995. "Games with Incomplete Information," American Economic Review, American Economic Association, vol. 85(3), pages 291-303, June.
    6. A. Dawid & M. DeGroot & J. Mortera & R. Cooke & S. French & C. Genest & M. Schervish & D. Lindley & K. McConway & R. Winkler, 1995. "Coherent combination of experts' opinions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 4(2), pages 263-313, December.
    7. Robert L. Winkler & Wayne S. Smith & Ram B. Kulkarni, 1978. "Adaptive Forecasting Models Based on Predictive Distributions," Management Science, INFORMS, vol. 24(10), pages 977-986, June.
    8. Yates, J. Frank, 1988. "Analyzing the accuracy of probability judgments for multiple events: An extension of the covariance decomposition," Organizational Behavior and Human Decision Processes, Elsevier, vol. 41(3), pages 281-299, June.
    9. Blattenberger, Gail, 1996. "Money Demand Revisited: An Operational Subjective Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 153-168, March-Apr.
    10. Emir Shuford & Arthur Albert & H. Edward Massengill, 1966. "Admissible probability measurement procedures," Psychometrika, Springer;The Psychometric Society, vol. 31(2), pages 125-145, June.
    11. Joseph Kadane & Javier Girón & Daniel Peña & Peter Fishburn & Simon French & D. Lindley & Giovanni Parmigiani & Robert Winkler, 1993. "Several Bayesians: A review," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 2(1), pages 1-32, December.
    12. Rubin Herman, 1987. "A Weak System Of Axioms For "Rational" Behavior And The Nonseparability Of Utility From Prior," Statistics & Risk Modeling, De Gruyter, vol. 5(1-2), pages 47-58, February.
    13. Robert L. Winkler & Roy M. Poses, 1993. "Evaluating and Combining Physicians' Probabilities of Survival in an Intensive Care Unit," Management Science, INFORMS, vol. 39(12), pages 1526-1543, December.
    14. Blattenberger, Gail & Lad, Frank, 1988. "An Application of Operational-Subjective Statistical Methods to Rational Expectations," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 453-464, October.
    15. Murphy, Allan H. & Winkler, Robert L., 1992. "Diagnostic verification of probability forecasts," International Journal of Forecasting, Elsevier, vol. 7(4), pages 435-455, March.
    16. Hadley, G. & Kemp, M. C., 1971. "Variational Methods in Economics," Elsevier Monographs, Elsevier, edition 1, number 9780720436013 edited by Bliss, C. J..
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