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A new example for a proper scoring rule

Barczy, Mátyás (2020) A new example for a proper scoring rule. Communications in Statistics - Theory and Methods. ISSN 0361-0926 (Unpublished)

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Abstract

We give a new example for a proper scoring rule motivated by the form of Anderson-Darling distance of distribution functions and Example 5 in Brehmer and Gneiting (2020).

Item Type: Article
Additional Information: Mátyás Barczy is supported by the János Bolyai Research Scholarship of the Hungarian Academy of Sciences.
Uncontrolled Keywords: scoring rule, properization, weighted Continuous Ranked Probability Scoring rule.
Subjects: Q Science / természettudomány > QA Mathematics / matematika
Depositing User: Dr Mátyás Barczy
Date Deposited: 01 Sep 2020 13:40
Last Modified: 03 Apr 2023 06:53
URI: http://real.mtak.hu/id/eprint/112637

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