Estimation of spatial processes using local scoring rules

A. Dawid () and Monica Musio ()

AStA Advances in Statistical Analysis, 2013, vol. 97, issue 2, 173-179

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. Copyright Springer-Verlag 2013

Keywords: Proper scoring rule; Pseudo-likelihood; Ratio matching; Unbiased estimating equation (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:alstar:v:97:y:2013:i:2:p:173-179

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DOI: 10.1007/s10182-012-0191-8

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