Results 11 to 20 of about 78 (50)

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
core   +1 more source

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.
core   +2 more sources

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, Novaković Jasmina, Strbac Perica   +2 more
core   +1 more source

Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss

, 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
core   +1 more source

Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator

, 2007
We point out some pitfalls related to the concept of an oracle property as used in Fan and Li (2001, 2002, 2004) which are reminiscent of the well-known pitfalls related to Hodges' estimator.
Benedikt M. Pötscher, Bunea, Bunea, Cai, Fan, Fan, Fan, Fan, Foster, Frank, Hajek, Hajek, Hannes Leeb, Hosoya, Judge, Kabaila, Kabaila, Knight, Koul, Leeb, Leeb, Lehmann, Pötscher, Shibata, Shibata, Tibshirani, von Rosen, Yang, Zou   +28 more
core   +1 more source

A note on the scalar Haffian [PDF]

, 2000
In this note a uniform transparent presentation of the scalar Haffian will be given. Some well-known results will be generalized. A link will be established between the scalar Haffian and the derivative matrix as developed by Magnus and ...
Neudecker, Heinz
core   +4 more sources

Potential outcomes and decision-theoretic foundations for statistical causality: Response to Richardson and Robins

Journal of Causal Inference
I 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
doaj   +1 more source

Evaluating Estimators Conditionally [PDF]

, 1982
27 pages, 1 article*Evaluating Estimators Conditionally* (Casella, George) 27 ...
Casella, George, Cornell University. Biometrics Unit., Cornell University. Dept. of Biological Statistics and Computational Biology., Cornell University. Dept. of Biometrics.   +3 more
core  

Model selection in regression under structural constraints

, 2013
The paper considers model selection in regression under the additional structural constraints on admissible models where the number of potential predictors might be even larger than the available sample size.
Abramovich, Felix, Grinshtein, Vadim
core   +1 more source

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., Kosorok, Michael R., Song, Rui   +2 more
core   +3 more sources