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Theory and Applications of Proper Scoring Rules

Authors :
Dawid, A. Philip
Musio, Monica
Source :
Metron 72 (2014), 169-183
Publication Year :
2014

Abstract

We give an overview of some uses of proper scoring rules in statistical inference, including frequentist estimation theory and Bayesian model selection with improper priors.<br />Comment: 13 pages

Subjects

Subjects :
Mathematics - Statistics Theory
62F99

Details

Database :
arXiv
Journal :
Metron 72 (2014), 169-183
Publication Type :
Report
Accession number :
edsarx.1401.0398
Document Type :
Working Paper
Full Text :
https://doi.org/10.1007/s40300-014-0039-y
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