Score correlation for skewed distributions

0566533 - ÚI 2023 CZ eng V - Výzkumná zpráva
Fabián, Zdeněk
Score correlation for skewed distributions.
Prague: ICS CAS, 2022. 12 s. Technical Report, V-1292.
Institucionální podpora: RVO:67985807
Klíčová slova: Scalar-valued score * score coefficient of variation * Monte Carlo

Based on the new concept of the scalar-valued score function of continuous distributions we introduce the score correlation coefficient ”tai-lored” to the assumed probabilistic model and study its properties by means of simulation experiments. It appeared that the new correlation method is useful for enormously skewed distributions.
Trvalý link: https://hdl.handle.net/11104/0337862