Name of Quantlet: Proper Scoring Rules

Published in: Proper Scoring Rules

Description: This study introduces scoring rules and the notion of propriety. A characterization of proper scoring rules is highlighted alongside its applications to classification and forecasting.

Keywords: Scoring Rules, Binary classification, Forecasting, Brier score, Log score

Author: Owen Chaffard, Wolfgang Karl Härdle

Submitted: 05.08.2025