Minimum scoring rule inference
Statistics Theory
2020-04-28 v1 Statistics Theory
Abstract
Proper scoring rules are methods for encouraging honest assessment of probability distributions. Just like likelihood, a proper scoring rule can be applied to supply an unbiased estimating equation for any statistical model, and the theory of such equations can be applied to understand the properties of the associated estimator. In this paper we develop some basic scoring rule estimation theory, and explore robustness and interval estimation properties by means of theory and simulations.
Cite
@article{arxiv.1403.3920,
title = {Minimum scoring rule inference},
author = {Philip Dawid and Monica Musio and Laura Ventura},
journal= {arXiv preprint arXiv:1403.3920},
year = {2020}
}
Comments
27 pages, 3 figures