Higher-order asymptotics for scoring rules

DOI10.1016/J.JSPI.2015.03.005MaRDI QIDQ894781zbMATH OpenOpenAlexFDO

Authors Valentina Mameli, Laura Ventura

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 expansionsinformation identitylikelihood asymptoticsthird-order inferenceTsallis scoring ruleHyvärinen scoring rule

Mathematics Subject Classification ID

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

Recommendations

• Minimum scoring rule inference
• Higher-order asymptotic refinements for score tests in proper dispersion models
• Should Scoring Rules be “Effective”?
• Theory and applications of proper scoring rules
• Local proper scoring rules of order two

Cites work

• scientific article; zbMATH DE number 5849508 (Why is no real title available?)
• scientific article; zbMATH DE number 4074169 (Why is no real title available?)
• scientific article; zbMATH DE number 45789 (Why is no real title available?)
• scientific article; zbMATH DE number 3626416 (Why is no real title available?)
• scientific article; zbMATH DE number 735225 (Why is no real title available?)
• scientific article; zbMATH DE number 1122119 (Why is no real title available?)
• scientific article; zbMATH DE number 882698 (Why is no real title available?)
• Accurate parametric inference for small samples
• An Optimum Property of Regular Maximum Likelihood Estimation
• Applied Asymptotics
• Asymptotic Statistics
• Asymptotics and the theory of inference
• Contrasting probabilistic scoring rules
• Estimation of non-normalized statistical models by score matching
• Likelihood methods in statistics
• Linear estimating equations for exponential families with application to Gaussian linear concentration models
• Minimum scoring rule inference
• On composite marginal likelihoods
• Parametric bootstrapping with nuisance parameters
• Possible generalization of Boltzmann-Gibbs statistics.
• Proper local scoring rules
• Robust Statistics
• Robust Statistics
• Robust and efficient estimation by minimising a density power divergence
• Simple and accurate one-sided inference based on a class of \(M\)-estimators
• Simple and accurate one-sided inference from signed roots of likelihood ratios
• Some extensions of score matching
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The geometry of proper scoring rules
• Theory and applications of proper scoring rules

Cited in

(7)

• Bootstrap adjustments of signed scoring rule root statistics
• Minimum scoring rule inference
• Asymptotic minimum scoring rule prediction
• Asymptotic utilitarianism in scoring rules
• Objective Bayesian inference with proper scoring rules
• Robust confidence distributions from proper scoring rules
• Robust inference for non-linear regression models from the Tsallis score: application to coronavirus disease 2019 Contagion in Italy

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q894781)