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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Veröffentlicht in:	Biometrika Jg. 109; H. 3; S. 647 - 663
Hauptverfasser:	Henzi, Alexander, Ziegel, Johanna F
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Oxford University Press 01.09.2022
Schlagworte:	Consistent scoring function Forecast dominance Probability forecast Sequential inference Proper scoring rule E-value Optional stopping
ISSN:	0006-3444, 1464-3510
Online-Zugang:	Volltext
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