A mapping of predictive distributions through the censoring mechanism yields proper right-censored versions of the CRPS, Brier score, energy score and other losses, with the marginalized form proven proper under conditional independent censoring.
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2 Pith papers cite this work. Polarity classification is still indexing.
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2026 2representative citing papers
Establishes strong consistency and weak convergence for inverse-probability-weighted estimators of state-specific cumulative payment processes in a sojourn-payment model for aggregated multi-state systems under left-truncation and right-censoring.
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Proper Scoring Rules for Right-Censored Survival Data
A mapping of predictive distributions through the censoring mechanism yields proper right-censored versions of the CRPS, Brier score, energy score and other losses, with the marginalized form proven proper under conditional independent censoring.
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Payment Process Estimation in Aggregated Insurance Models
Establishes strong consistency and weak convergence for inverse-probability-weighted estimators of state-specific cumulative payment processes in a sojourn-payment model for aggregated multi-state systems under left-truncation and right-censoring.