• Media type: E-Book
  • Title: On the ordering of probability forecasts
  • Contributor: Krämer, Walter [Author]
  • Published: Dortmund: SFB 475, Universität Dortmund, 2002
  • Published in: Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen: Technical report ; 2002050
  • Issue: Version September 2002
  • Extent: Online-Ressource (13 S.)
  • Language: English
  • Identifier:
  • Keywords: Graue Literatur
  • Origination:
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  • Description: The paper explores the relationship between various orderings among probability forecasts that have been suggested in the literature. It is shown that well calibrated forecasters are in general not comparable according to the domination ordering suggested by Vardeman and Meeden (1983), that the orderings based on ROC-curves and Gini-curves are identical, and that the domination ordering in conjunction with semicalibration implies the rest.
  • Access State: Open Access