Higher-order asymptotics for scoring rules

DOI10.1016/j.jspi.2015.03.005zbMath1326.62023OpenAlexW1996967103MaRDI QIDQ894781

Laura Ventura, Valentina Mameli

Publication date: 23 November 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11577/3168028

zbMATH Keywords

robustnessasymptotic expansionsHyvärinen scoring ruleinformation identitylikelihood asymptoticsthird-order inferenceTsallis scoring rule

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99)

Related Items (4)

Robust confidence distributions from proper scoring rules ⋮ Asymptotic minimum scoring rule prediction ⋮ Bootstrap adjustments of signed scoring rule root statistics ⋮ Objective Bayesian inference with proper scoring rules

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression
• Contrasting probabilistic scoring rules
• Proper local scoring rules
• On composite marginal likelihoods
• The geometry of proper scoring rules
• Accurate parametric inference for small samples
• Some extensions of score matching
• Asymptotics and the theory of inference
• Possible generalization of Boltzmann-Gibbs statistics.
• Linear estimating equations for exponential families with application to Gaussian linear concentration models
• Parametric bootstrapping with nuisance parameters
• Theory and applications of proper scoring rules
• Simple and accurate one-sided inference from signed roots of likelihood ratios
• Minimum Scoring Rule Inference
• Simple and accurate one-sided inference based on a class of M-estimators
• Robust and efficient estimation by minimising a density power divergence
• Asymptotic Statistics
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Applied Asymptotics
• An Optimum Property of Regular Maximum Likelihood Estimation
• Robust Statistics
• Robust Statistics

This page was built for publication: Higher-order asymptotics for scoring rules