Valid sequential inference on probability forecast performance

Summary Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts numerical scores such that a correct forecast achieves a minimal expected score. In this paper, we construct e-values for tes...

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Bibliographic Details

Published in:	Biometrika Vol. 109; no. 3; pp. 647 - 663
Main Authors:	Henzi, Alexander, Ziegel, Johanna F
Format:	Journal Article
Language:	English
Published:	Oxford University Press 01.09.2022
Subjects:	Consistent scoring function Forecast dominance Probability forecast Sequential inference Proper scoring rule E-value Optional stopping
ISSN:	0006-3444, 1464-3510
Online Access:	Get full text
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