Theory and Applications of Proper Scoring Rules
Statistics Theory
2020-04-28 v1 Statistics Theory
Abstract
We give an overview of some uses of proper scoring rules in statistical inference, including frequentist estimation theory and Bayesian model selection with improper priors.
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Cite
@article{arxiv.1401.0398,
title = {Theory and Applications of Proper Scoring Rules},
author = {A. Philip Dawid and Monica Musio},
journal= {arXiv preprint arXiv:1401.0398},
year = {2020}
}
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13 pages