Statistical calibration: a simplification of Foster's proof

DOI10.1016/J.MATHSOCSCI.2009.04.001zbMath1193.91132OpenAlexW2172088466MaRDI QIDQ732934

Andrés Carvajal

Publication date: 15 October 2009

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: http://wrap.warwick.ac.uk/3380/1/WRAP_Carvajal_fost_alt.pdf

zbMATH Keywords

calibrationforecastingBlackwell's approachability theoremprediction of sequences

Mathematics Subject Classification ID

Measurement and performance in psychology (91E45) Applications of statistics to psychology (62P15)

Cites Work

• An analog of the minimax theorem for vector payoffs
• A proof of calibration via Blackwell's approachability theorem.
• Asymptotic calibration

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