Local proper scoring rules of order two

DOI10.1214/12-AOS973zbMath1246.86013arXiv1102.5031OpenAlexW3100965190MaRDI QIDQ450053

Tilmann Gneiting, Werner Ehm

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.5031

zbMATH Keywords

Euler equationHyvärinen scoredensity forecastproper scoring ruletangent construction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistical decision theory (62C99) Geostatistics (86A32) Meteorology and atmospheric physics (86A10)

Related Items (16)

Extensive scoring rules ⋮ The Hyvärinen scoring rule in Gaussian linear time series models ⋮ Scoring rules for statistical models on spheres ⋮ Bootstrap adjustments of signed scoring rule root statistics ⋮ Necessary and sufficient conditions of proper estimators based on self density ratio for unnormalized statistical models ⋮ Unnamed Item ⋮ Proper local scoring rules ⋮ Proper local scoring rules on discrete sample spaces ⋮ Local proper scoring rules of order two ⋮ Affine invariant divergences associated with proper composite scoring rules and their applications ⋮ A construction principle for proper scoring rules ⋮ Unbiased risk estimation and scoring rules ⋮ Comparison of stochastic frontier models using the Hyvärinen factor ⋮ Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency ⋮ Measurability of functionals and of ideal point forecasts ⋮ An Overview of Applications of Proper Scoring Rules

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