Higher-order asymptotics for scoring rules

DOI10.1016/J.JSPI.2015.03.005zbMATH Open1326.62023OpenAlexW1996967103MaRDI QIDQ894781FDOQ894781

Authors: Valentina Mameli, Laura Ventura 

Publication date: 23 November 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11577/3168028

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zbMATH Keywords

robustnessasymptotic expansionsinformation identitylikelihood asymptoticsthird-order inferenceTsallis scoring ruleHyvärinen scoring rule

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Statistical decision theory (62C99) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Proper local scoring rules
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• Parametric bootstrapping with nuisance parameters
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• Simple and accurate one-sided inference based on a class of \(M\)-estimators

Cited In (7)

• Bootstrap adjustments of signed scoring rule root statistics
• Minimum scoring rule inference
• Asymptotic minimum scoring rule prediction
• Asymptotic utilitarianism in scoring rules
• Objective Bayesian inference with proper scoring rules
• Robust inference for non-linear regression models from the Tsallis score: application to coronavirus disease 2019 Contagion in Italy
• Robust confidence distributions from proper scoring rules

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