Search Results - subject:"Proper scoring rules"

ABC-based forecasting in misspecified state space models

Weerasinghe, Chaya; Loaiza-Maya, Rubén; Martin, Gael M.; … - In: International journal of forecasting 41 (2025) 1, pp. 270-289

Persistent link: https://www.econbiz.de/10015440307

Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts

Olafsdottir, Helga Kristin; Rootzén, Holger; Bolin, David - In: International journal of forecasting 40 (2024) 4, pp. 1701-1720

Persistent link: https://www.econbiz.de/10015438505

Scaling and measurement error sensitivity of scoring rules for distribution forecasts

Kleen, Onno - In: Journal of applied econometrics 39 (2024) 5, pp. 833-849

Persistent link: https://www.econbiz.de/10015156777

Quantifying subjective uncertainty in survey expectations

Krüger, Fabian; Pavlova, Lora - In: International journal of forecasting 40 (2024) 2, pp. 796-810

Persistent link: https://www.econbiz.de/10014547207

ABC-based forecasting in state space models

Weerasinghe, Chaya; Loiza-Maya, Ruben; Martin, Gael M.; … - 2023

Persistent link: https://www.econbiz.de/10014452518

Belief updating: does the 'good-news, bad-news' asymmetry extend to purely financial domains?

Barron, Kai - In: Experimental Economics 24 (2021) 1, pp. 31-58

Bayes' statistical rule remains the status quo for modeling belief updating in both normative and descriptive models of behavior under uncertainty. Some recent research has questioned the use of Bayes' rule in descriptive models of behavior, presenting evidence that people overweight `good news'...

Persistent link: https://www.econbiz.de/10012221615

Predictive Inference Based on Markov Chain Monte Carlo Output

Krüger, Fabian; Lerch, Sebastian; Thorarinsdottir, Thordis - In: International Statistical Review 89 (2021) 2, pp. 274-301

forecasts from such simulation output. Based on proper scoring rules, we develop a notion of consistency that allows to assess …

Persistent link: https://www.econbiz.de/10012428893

Loss-based variational Bayes prediction

Frazier, David T.; Loiza-Maya, Ruben; Martin, Gael M.; … - 2021

Persistent link: https://www.econbiz.de/10012614593

Belief updating : does the "good-news, bad-news" asymmetry extend to purely financial domains?

Barron, Kai - In: Experimental economics : a journal of the Economic … 24 (2021) 1, pp. 31-58

Persistent link: https://www.econbiz.de/10012487732

False dichotomy alert : improving subjective-probability estimates vs. raising awareness of systemic risk

Tetlock, Philip E.; Lu, Yunzi; Mellers, Barbara A. - In: International journal of forecasting 39 (2023) 2, pp. 1021-1025

Persistent link: https://www.econbiz.de/10014465214