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A new example for a proper scoring rule

Published 16 Dec 2019 in math.ST and stat.TH | (1912.07572v2)

Abstract: We give a new example for a proper scoring rule motivated by the form of Anderson--Darling distance of distribution functions and Example 5 in Brehmer and Gneiting (2020).

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Authors (1)

  1. Matyas Barczy 

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