论文标题
能量评分和多元GINI的依赖性不确定性界限
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
论文作者
论文摘要
近年来，能量距离和能量评分成为多元统计和多元概率预测的重要工具。它们都基于两个独立样本的预期距离。在本文中，我们研究了这些数量的依赖性不确定性界限，这是我们知道边际但不知道依赖性结构的假设。我们发现了一些有趣的尖锐分析界，其中为异常的球体对称副群获得了其中一个。这些结果应有助于更好地理解这些措施对Copula中错误的敏感性。
The energy distance and energy scores became important tools in multivariate statistics and multivariate probabilistic forecasting in recent years. They are both based on the expected distance of two independent samples. In this paper we study dependence uncertainty bounds for these quantities under the assumption that we know the marginals but do not know the dependence structure. We find some interesting sharp analytic bounds, where one of them is obtained for an unusual spherically symmetric copula. These results should help to better understand the sensitivity of these measures to misspecifications in the copula.
