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Assessing diagnostic tests by a strictly proper scoring rule
Statistics in Medicine, 1989AbstractEvaluation of univariate quantitative diagnostic tests by strictly proper scoring rules is considered as an alternative to the traditional error rate measures. In principle, the posterior probability of disease as a function of the test value is estimated from training observations, and subsequently the score is assessed on a set of test ...
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Properization: Constructing Proper Scoring Rules via Bayes Acts
Annals of the Institute of Statistical Mathematics, 2020Tilmann Gneiting, Jonas Reiner Brehmer
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Comonotonic Proper Scoring Rules to Measure Ambiguity and Subjective Beliefs
Journal of Multi-Criteria Decision Analysis, 2010Peter P. Wakker
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Proper Scoring Rules With Arbitrary Value Functions
Journal of Mathematical Economics, 2010Andrew B. Whinston
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Local Proper Scoring Rules of Order Two
Annals of Statistics, 2012Tilmann Gneiting, Werner Ehm
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On Proper Scoring Rules and Cumulative Prospect Theory
EURO Journal on Decision Processes, 2018Arthur Carvalho, Kate Larson, Stanko
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