89 research outputs found
A new example for a proper scoring rule
Get PDFWe give a new example for a proper scoring rule motivated by the form of Anderson-Darling distance of distribution functions and Example 5 in Brehmer and Gneiting (2020)
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes
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A new example for a proper scoring rule
Get PDFWe give a new example for a proper scoring rule motivated by the form of Anderson-Darling distance of distribution functions and an example of Brehmer and Gneiting
Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields
Get PDFWe give some examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields defined on the plane. Namely, we study a tied-down Wiener bridge, tied-down scaled Wiener bridges, a Kiefer process and so called (F,G)-Wiener bridges
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