Proper scoring rules and Bregman divergence

DOI10.3150/16-BEJ857zbMath1387.62070arXiv1502.01178MaRDI QIDQ2405175

Evgeni Y. Ovcharov

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.01178

zbMATH Keywords

entropycharacterisationsubgradientconvex analysisrobust estimationBregman divergenceproper scoring rule

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Statistical aspects of information-theoretic topics (62B10) Nonparametric inference (62G99)

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