Introduction to statistical inference based on scalar-valued scores

0566535 - ÚI 2023 CZ eng V - Research Report
Fabián, Zdeněk
Introduction to statistical inference based on scalar-valued scores.
Prague: ICS CAS, 2022. 62 s. Technical Report, V-1294.
Institutional support: RVO:67985807
Keywords : continuous distributions * score mean * score variance * score moment estimation method * score distance

In the report we maintain consistently the following point of view: Given a continuous model, there are not the observed values, which are to be used in probabilistic and statistical considerations, but their ”treated forms”,the values of the scalar-valued score function corresponding to the model. Based on this modified concept of the score function, we develop theory of score random variables, study their geometry and define their new characteristics, finite even in cases of heavy-tailed models. A generalization for parametric families provides a new approach to parametric point estimation.
Permanent Link: https://hdl.handle.net/11104/0337864