Asymptotic minimum scoring rule prediction
type: Item
instance of: scholarly article
title: Asymptotic minimum scoring rule prediction
zbMATH Open document ID: 1395.62292
DOI: 10.1214/18-EJS1454
author: Federica Giummolè
author: Valentina Mameli
published in: Electronic Journal of Statistics
publication date: 2018-08-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1532484334
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G25
zbMATH DE Number: 6917480
zbMATH Keywords: \(\alpha \)-connection
zbMATH Keywords: Fisher metric
zbMATH Keywords: Kullback-Leibler divergence
zbMATH Keywords: monotone and regular divergence
zbMATH Keywords: predictive density
zbMATH Keywords: scoring rule
zbMATH Keywords: weighted scoring rule
MaRDI profile type: Publication
cites work: Goodness of prediction fit
cites work: Q4092796
cites work: Differential-geometrical methods in statistics
cites work: Prediction and asymptotics
cites work: Predictive likelihood: A review. With comments and a rejoinder by the author
cites work: Q3943797
cites work: A characterization of monotone and regular divergences
cites work: On the relationship between \(\alpha\) connections and the asymptotic properties of predictive distributions
cites work: Q5539510
cites work: The geometry of proper scoring rules
cites work: Theory and applications of proper scoring rules
cites work: Minimum scoring rule inference
cites work: Geometry of minimum contrast
cites work: Q3603775
cites work: Compatible weighted proper scoring rules
cites work: Calibrating predictive distributions
cites work: Robust prediction limits based on \(\mathbf M\)-estimators
cites work: Strictly Proper Scoring Rules, Prediction, and Estimation
cites work: On prediction intervals based on predictive likelihood or bootstrap methods
cites work: Predictive fit for natural exponential families
cites work: Focusing on regions of interest in forecast evaluation
cites work: Q4350440
cites work: On asymptotic properties of predictive distributions
cites work: Scoring Rules, Generalized Entropy, and Utility Maximization
cites work: Frequentist prediction intervals and predictive distributions
cites work: Contrasting probabilistic scoring rules
cites work: Higher-order asymptotics for scoring rules
cites work: Bootstrap adjustments of signed scoring rule root statistics
cites work: \((h,\Psi)\)-entropy differential metric
cites work: A Note on the Estimation of Probability Density Functions
cites work: Q4693775
cites work: Q5702553
cites work: Elicitation of Personal Probabilities and Expectations
cites work: Possible generalization of Boltzmann-Gibbs statistics.
cites work: Q3837305
cites work: Improved Prediction Intervals and Distribution Functions
Wikidata QID: Q129413242
description: scientific article; zbMATH DE number 6917480