Asymptotic minimum scoring rule prediction

DOI10.1214/18-EJS1454zbMATH Open1395.62292WikidataQ129413242 ScholiaQ129413242MaRDI QIDQ1657960FDOQ1657960

Authors: Federica Giummolè, Valentina Mameli 

Publication date: 14 August 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1532484334

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zbMATH Keywords

Kullback-Leibler divergenceFisher metricscoring rulepredictive density\(\alpha \)-connectionmonotone and regular divergenceweighted scoring rule

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

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• Bootstrap adjustments of signed scoring rule root statistics

Cited In (1)

• Affine invariant divergences associated with proper composite scoring rules and their applications

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