Proper local scoring rules

Proper local scoring rules

We investigate proper scoring rules for continuous distributions on the real line. It is known that the log score is the only such rule that depends on the quoted density only through its value at the outcome that materializes. Here we allow further dependence on a finite number $m$ of derivatives o...

書誌詳細
主要な著者:	Parry, M, Dawid, A, Lauritzen, S
フォーマット:	Journal article
言語:	English
出版事項:	2011

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