Rényi’s Scoring Rules = Regole di Punteggio di Renyi
MUSIO, MONICA;
2016-01-01
Abstract
We consider the Renyi entropy from the point of view of the theory of proper scoring rules. We show that this leads to a new definition of the Renyi divergence. We also apply the associated scoring rule to construct parameter estimators, and consider their robustness properties in the case of a location family.File | Size | Format | |
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