A nonmanipulable test

DOI10.1214/08-AOS597zbMath1162.62001arXiv0904.0338MaRDI QIDQ1020990

Wojciech Olszewski, Alvaro Sandroni

Publication date: 4 June 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.0338

zbMATH Keywords

calibration; model diagnostics; test manipulation

Mathematics Subject Classification ID

62A01: Foundations and philosophical topics in statistics

91A40: Other game-theoretic models

62C99: Statistical decision theory

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