Results 11 to 20 of about 78 (50)
Supplement to "Erratum: Higher Order Elicitability and Osband's Principle"
, 2020 This note corrects conditions in Proposition 3.4 and Theorem 5.2(ii) and comments on imprecisions in Propositions 4.2 and 4.4 in Fissler and Ziegel (2016).Comment: 12 pages, 1 figure, to appear as a supplement in the Annals of ...
Fissler, Tobias, Ziegel, Johanna F.
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Local proper scoring rules of order two [PDF]
, 2012 Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the predictive distribution and on the event or value that materializes. A scoring rule is proper if it encourages truthful reporting.
Ehm, Werner, Gneiting, Tilmann
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Higher order elicitability and Osband's principle [PDF]
, 2015 A statistical functional, such as the mean or the median, is called elicitable if there is a scoring function or loss function such that the correct forecast of the functional is the unique minimizer of the expected score.
Fissler, Tobias, Ziegel, Johanna F.
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Toward optimal feature selection using ranking methods and classification algorithms [PDF]
, 2011 We presented a comparison between several feature ranking methods used on two real datasets. We considered six ranking methods that can be divided into two broad categories: statistical and entropy-based.
Bulatović Dusan +2 more
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Adaptive Higher-order Spectral Estimators
, 2017 Many applications involve estimation of a signal matrix from a noisy data matrix. In such cases, it has been observed that estimators that shrink or truncate the singular values of the data matrix perform well when the signal matrix has approximately low
Gerard, David, Hoff, Peter
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On asymptotically optimal tests under loss of identifiability in semiparametric models [PDF]
, 2009 We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail.
Fine, Jason P. +2 more
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, 2006 Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal family of distributions have been investigated under asymmetric loss functions and the asymptotic distribution of the optimal estimator that attains the bound has been ...
Basu, A. K., Bhattacharya, Debasis
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Evaluating Estimators Conditionally [PDF]
, 1982 27 pages, 1 article*Evaluating Estimators Conditionally* (Casella, George) 27 ...
Casella, George +3 more
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Fast rate of convergence in high dimensional linear discriminant analysis
, 2010 This paper gives a theoretical analysis of high dimensional linear discrimination of Gaussian data. We study the excess risk of linear discriminant rules.
Girard, Robin
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Journal of Causal InferenceI thank Thomas Richardson and James Robins for their discussion of my article, and discuss the similarities and differences between their approach to causal modelling, based on single world intervention graphs, and my own decision-theoretic approach.
Dawid Philip
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