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arXiv:1401.0398 [math.ST]AbstractReferencesReviewsResources

Theory and Applications of Proper Scoring Rules

A. Philip Dawid, Monica Musio

Published 2014-01-02Version 1

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.

Comments: 13 pages
Categories: math.ST, stat.TH
Subjects: 62F99
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