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Scalar-Valued Score Functions and their use in Parametric Estimation
- 1.0566532 - ÚI 2023 CZ eng V - Research Report
Fabián, Zdeněk
Scalar-Valued Score Functions and their use in Parametric Estimation.
Prague: ICS CAS, 2022. 21 s. Technical Report, V-1291.
Institutional support: RVO:67985807
Keywords : core random variable * score mean * score variance * score distance * score correlation
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.
Permanent Link: https://hdl.handle.net/11104/0337861
File Download Size Commentary Version Access 0566532-vz-1291-1.pdf 6 554 KB Publisher’s postprint require
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