For indirect elicitation with parametric assumptions, the target estimate changes monotonically with each sub-loss weight when the sub-property trajectory is one-sided and the link function is monotone along it; in 2-D, derivative conditions determine when the best weight is 0, infinity, or…
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Choice of Scoring Rules for Indirect Elicitation of Properties with Parametric Assumptions
For indirect elicitation with parametric assumptions, the target estimate changes monotonically with each sub-loss weight when the sub-property trajectory is one-sided and the link function is monotone along it; in 2-D, derivative conditions determine when the best weight is 0, infinity, or…