arXiv · 1401.0398
Theory and Applications of Proper Scoring Rules
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.
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A. Philip Dawid, Monica Musio. 2014-01-02. Theory and Applications of Proper Scoring Rules. https://doi.org/10.1007/s40300-014-0039-y
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