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Asymptotic calibration - MaRDI portal

Asymptotic calibration (Q4212770)

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scientific article; zbMATH DE number 1207188
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English
Asymptotic calibration
scientific article; zbMATH DE number 1207188

    Statements

    title
    Asymptotic calibration (English)
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    author
    Dean P. Foster
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    Rakesh V. Vohra
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    published in
    Biometrika
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    publication date
    15 December 1998
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    Mathematics Subject Classification ID
    62M20
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    62A01
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    91A40
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    zbMATH DE Number
    1207188
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    zbMATH Keywords
    Brier score
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    calibration
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    competitive ratio
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    regret
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    universal prediction of sequences
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    worst case
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    OpenAlex ID
    W4255572858
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