Asymptotic minimum scoring rule prediction

DOI10.1214/18-EJS1454zbMath1395.62292WikidataQ129413242 ScholiaQ129413242MaRDI QIDQ1657960

Valentina Mameli, Federica Giummolè

Publication date: 14 August 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1532484334

zbMATH Keywords

Kullback-Leibler divergencepredictive densityscoring ruleFisher metric\(\alpha \)-connectionmonotone and regular divergenceweighted scoring rule

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

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