The geometry of proper scoring rules

A decision problem is defined in terms of an outcome space, an action space and a loss function. Starting from these simple ingredients, we can construct: Proper Scoring Rule; Entropy Function; Divergence Function; Riemannian Metric; and Unbiased Estimating Equation. From an abstract viewpoint, the...

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Veröffentlicht in:	Annals of the Institute of Statistical Mathematics 2007-03, Vol.59 (1), p.77-93
1. Verfasser:	Dawid, A P
Format:	Artikel
Sprache:	eng
Schlagworte:	Correspondence Decision making Entropy Estimating techniques Geometry Mathematics Parameter estimation Studies
Online-Zugang:	Volltext
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