Higher-order asymptotics for scoring rules
DOI10.1016/j.jspi.2015.03.005zbMath1326.62023OpenAlexW1996967103MaRDI QIDQ894781
Laura Ventura, Valentina Mameli
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
robustnessasymptotic expansionsHyvärinen scoring ruleinformation identitylikelihood asymptoticsthird-order inferenceTsallis scoring rule
Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99)
Related Items (4)
Cites Work
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