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Original title:
Introduction to statistical inference based on scalar-valued scores
Authors: Fabián, Zdeněk
Document type: Research reports
Year: 2022
Language: eng
Series: Technical Report, volume: V-1294
Abstract: 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.
Keywords: continuous distributions; score distance; score mean; score moment estimation method; score variance
Institution: Institute of Computer Science AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: https://hdl.handle.net/11104/0337864
Permalink: http://www.nusl.cz/ntk/nusl-512294
The record appears in these collections:
Research > Institutes ASCR > Institute of Computer Science
Reports > Research reports
Authors: Fabián, Zdeněk
Document type: Research reports
Year: 2022
Language: eng
Series: Technical Report, volume: V-1294
Abstract: 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.
Keywords: continuous distributions; score distance; score mean; score moment estimation method; score variance
Institution: Institute of Computer Science AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: https://hdl.handle.net/11104/0337864
Permalink: http://www.nusl.cz/ntk/nusl-512294
The record appears in these collections:
Research > Institutes ASCR > Institute of Computer Science
Reports > Research reports
Record created 2023-01-08, last modified 2023-03-28