Extensive scoring rules

DOI10.1214/16-EJS1132zbMath1381.62258MaRDI QIDQ276239

F. Blanchet-Sadri, M. Dambrine

Publication date: 3 May 2016

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1460640637

zbMATH Keywords

entropyconcavityhomogeneityadditivitysequentialscore matching

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistical decision theory (62C99)

Related Items (2)

Additive Scoring Rules for Discrete Sample Spaces ⋮ Unnamed Item

Cites Work

• Proper local scoring rules
• Proper local scoring rules on discrete sample spaces
• Local proper scoring rules of order two
• Some extensions of score matching
• A variational method for estimating the parameters of MRF from complete or incomplete data
• Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• MEASURES OF THE VALUE OF INFORMATION
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Proper Scores for Probability Forecasters
• Unnamed Item
• Unnamed Item

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