Minimum Scoring Rule Inference

DOI10.1111/sjos.12168zbMath1371.62019arXiv1403.3920OpenAlexW2153783671MaRDI QIDQ2791832

Laura Ventura, Monica Musio, A. Philip Dawid

Publication date: 16 March 2016

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

Full work available at URL: https://arxiv.org/abs/1403.3920

zbMATH Keywords

\(M\)-estimatorpseudo-likelihoodGodambe informationunbiased estimating equationcomposite score\(B\)-robustnessBregman estimateTsallis score

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Bayesian model selection based on proper scoring rules, The Hyvärinen scoring rule in Gaussian linear time series models, Robust confidence distributions from proper scoring rules, Asymptotic minimum scoring rule prediction, Bootstrap adjustments of signed scoring rule root statistics, Higher-order asymptotics for scoring rules, Local scale invariance and robustness of proper scoring rules, Robust estimation of a location parameter with the integrated Hogg function, Objective Bayesian inference with proper scoring rules, Theory and applications of proper scoring rules, Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency, Robust approximate Bayesian inference

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