Proper local scoring rules
We investigate proper scoring rules for continuous distributions on the real line. It is known that the log score is the only such rule that depends on the quoted density only through its value at the outcome that materializes. Here we allow further dependence on a finite number $m$ of derivatives o...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2011
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