A proper scoring rule for minimum information bivariate copulas

DOI10.1016/j.jmva.2023.105271arXiv2204.03118MaRDI QIDQ6200946

Yici Chen, Tomonari Sei

Publication date: 25 March 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.03118

zbMATH Keywords

copulahomogeneityKullback-Leibler divergencenormalizing functionmulti-point locality

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis (62Hxx)

Cites Work

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• Asymptotic Statistics
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Using Proper Divergence Functions to Evaluate Climate Models

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