In the paper we describe and explain a new direction in probabilistic and statistical reasoning, the approach based on scalar-valued score functions of continuous random variables. We show basic properties of score functions of standard distributions, generalize the approach for parametric families and show how to use them for solutions of problems of parametric statistics
Estimation of the derivative of the log density, or score, function is central to much of recent wor...
This paper extends the projected score methods of Small & McLeish (1989). It is shown that the c...
In this chapter we discuss the process of eliciting an expert’s probability distribution: ex-tractin...
In this report we give theoretical basis of probability theory of continuous random variables based ...
In the report we maintain consistently the following point of view: Given a continuous model, there ...
Based on the new concept of the scalar-valued score function of continuous distributions we introduc...
Personal, or subjective, probabilities are used as inputs to many inferential and decision-making mo...
A continuous probability measure on an open interval of the real line induces in it a unique geometr...
A scoring rule is a device for eliciting and assessing probabilistic forecasts from an agent. When d...
Ascoring rule S(x; q) provides away of judging the quality of a quoted probability density q for a r...
Traditionally, Rao’s score (RS) tests are constructed under a parametric speci0cation of the probabi...
Forecasts of multivariate probability distributions are required for a variety of applications. Scor...
This manuscript develops a general purpose inner-product norm for the Kendall \(\tau\) and Spearman'...
We propose and motivate an expanded version of the logarithmic score for forecasting distributions,...
grantor: University of TorontoIn this thesis, we develop a simple general formula for appr...
Estimation of the derivative of the log density, or score, function is central to much of recent wor...
This paper extends the projected score methods of Small & McLeish (1989). It is shown that the c...
In this chapter we discuss the process of eliciting an expert’s probability distribution: ex-tractin...
In this report we give theoretical basis of probability theory of continuous random variables based ...
In the report we maintain consistently the following point of view: Given a continuous model, there ...
Based on the new concept of the scalar-valued score function of continuous distributions we introduc...
Personal, or subjective, probabilities are used as inputs to many inferential and decision-making mo...
A continuous probability measure on an open interval of the real line induces in it a unique geometr...
A scoring rule is a device for eliciting and assessing probabilistic forecasts from an agent. When d...
Ascoring rule S(x; q) provides away of judging the quality of a quoted probability density q for a r...
Traditionally, Rao’s score (RS) tests are constructed under a parametric speci0cation of the probabi...
Forecasts of multivariate probability distributions are required for a variety of applications. Scor...
This manuscript develops a general purpose inner-product norm for the Kendall \(\tau\) and Spearman'...
We propose and motivate an expanded version of the logarithmic score for forecasting distributions,...
grantor: University of TorontoIn this thesis, we develop a simple general formula for appr...
Estimation of the derivative of the log density, or score, function is central to much of recent wor...
This paper extends the projected score methods of Small & McLeish (1989). It is shown that the c...
In this chapter we discuss the process of eliciting an expert’s probability distribution: ex-tractin...