DOMINATING COUNTABLY MANY FORECASTS

Citation
M. J. Schervish et al., DOMINATING COUNTABLY MANY FORECASTS, Annals of statistics , 42(2), 2014, pp. 728-756
Journal title
ISSN journal
00905364
Volume
42
Issue
2
Year of publication
2014
Pages
728 - 756
Database
ACNP
SICI code
Abstract
We investigate differences between a simple Dominance Principle applied to sums of fair prices for variables and dominance applied to sums of forecasts for variables scored by proper scoring rules. In particular, we consider differences when fair prices and forecasts correspond to finitely additive expectations and dominance is applied with infinitely many prices and/or forecasts.