Robust confidence distributions from proper scoring rules

DOI10.1080/02331888.2022.2064862OpenAlexW3198412860MaRDI QIDQ5072995FDOQ5072995

Authors Erlis Ruli, Laura Ventura, Monica Musio

Publication date 5 May 2022

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.01219

zbMATH Keywords

robustness\(M\)-estimatorsscoring rulepivotal quantityTsallis score

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Robust scoring rules
• Robust confidence regions for multinomial probabilities
• scientific article; zbMATH DE number 1029186
• Robust estimation of the scale and weighted distributions
• Probabilistic Coherence and Proper Scoring Rules
• Robust confidence intervals for the Bernoulli parameter
• Properization: constructing proper scoring rules via Bayes acts
• Local scale invariance and robustness of proper scoring rules
• Robust generalized confidence intervals

Cites work

• scientific article; zbMATH DE number 5849508 (Why is no real title available?)
• scientific article; zbMATH DE number 5555137 (Why is no real title available?)
• scientific article; zbMATH DE number 1924501 (Why is no real title available?)
• A closed-form expression for the Sharma-Mittal entropy of exponential families
• Bayesian composite marginal likelihoods
• Bootstrap adjustments of signed scoring rule root statistics
• Can Bayesian, confidence distribution and frequentist inference agree?
• Choosing a robustness tuning parameter
• Confidence distribution, the frequentist distribution estimator of a parameter: a review
• Confidence distributions and related themes
• Confidence, Likelihood, Probability
• Contrasting probabilistic scoring rules
• Estimation of non-normalized statistical models by score matching
• Generalized Wald-type tests based on minimum density power divergence estimators
• Higher-order asymptotics for scoring rules
• Minimum scoring rule inference
• Objective Bayesian inference with proper scoring rules
• Possible generalization of Boltzmann-Gibbs statistics.
• Recent advances on Bayesian inference for \(P(X < Y)\)
• Rejoinder: ``Bayesian model selection based on proper scoring rules
• Robust Bayes estimation using the density power divergence
• Robust Statistics
• Robust and efficient estimation by minimising a density power divergence
• The minimum density power divergence estimation for the lognormal density
• Theory and applications of proper scoring rules

This page was built for publication: Robust confidence distributions from proper scoring rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5072995)