We display pseudo-likelihood as a special case of a general estimation technique based on proper scoring rules. Such a rule supplies an unbiased estimating equation for any statistical model, and this can be extended to allow for missing data. When the scoring rule has a simple local structure, as in many spatial models, the need to compute problematic normalising constants is avoided. We illustrate the approach through an analysis of data on disease in bell pepper plants.

(2011). Local scoring rules for spatial processes [conference presentation - intervento a convegno]. Retrieved from http://hdl.handle.net/10446/25374

Local scoring rules for spatial processes

2011-01-01

Abstract

We display pseudo-likelihood as a special case of a general estimation technique based on proper scoring rules. Such a rule supplies an unbiased estimating equation for any statistical model, and this can be extended to allow for missing data. When the scoring rule has a simple local structure, as in many spatial models, the need to compute problematic normalising constants is avoided. We illustrate the approach through an analysis of data on disease in bell pepper plants.
2011
Dawid, Philip; Musio, Monica
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10446/25374
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