2021/04/02 by Guan, Zoe
#FOS: Computer and information sciences #Methodology (stat.ME)
paper · doi:10.48550/arxiv.2104.01000
Scoring rules are used to evaluate the quality of predictions that take the form of probability distributions. A scoring rule is strictly proper if its expected value is uniquely minimized by the true probability distribution. One of the most well-known and widely used strictly proper scoring rules is the logarithmic scoring rule. We propose a version of the logarithmic scoring rule for competing risks data and show that it remains strictly proper under non-informative censoring.