Affine invariant divergences associated with proper composite scoring rules and their applications (Q470075)

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Affine invariant divergences associated with proper composite scoring rules and their applications
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    Affine invariant divergences associated with proper composite scoring rules and their applications (English)
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    11 November 2014
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    regression function
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    robust parameter estimation
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    affine invariance
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    Bregman score
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    composite scoring rule
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    divergence
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    Hölder score
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