Affine invariant divergences associated with proper composite scoring rules and their applications (Q470075)
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scientific article; zbMATH DE number 6368433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine invariant divergences associated with proper composite scoring rules and their applications |
scientific article; zbMATH DE number 6368433 |
Statements
Affine invariant divergences associated with proper composite scoring rules and their applications (English)
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11 November 2014
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regression function
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robust parameter estimation
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affine invariance
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Bregman score
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composite scoring rule
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divergence
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Hölder score
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