A nonmanipulable test

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

Alvaro Sandroni, Wojciech Olszewski

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

Related Items

A prequential test for exchangeable theories, Testing theories with learnable and predictive representations, Nonmanipulable Bayesian testing, Mostly calibrated, Merging and testing opinions, A strategy-proof test of portfolio returns, The determinacy of infinite games with eventual perfect monitoring

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Calibration-based empirical probability
• Maxmin expected utility with non-unique prior
• The reproducible properties of correct forecasts
• An easier way to calibrate.
• Non-Bayesian Testing of a Stochastic Prediction
• Comparative Testing of Experts
• Testing Multiple Forecasters
• Manipulability of Future-Independent Tests
• The Complexity of Forecast Testing
• The Well-Calibrated Bayesian
• Asymptotic calibration
• The determinacy of Blackwell games
• Any Inspection is Manipulable
• Probabilistic Forecasts, Calibration and Sharpness
• Prediction, Learning, and Games
• Good Randomized Sequential Probability Forecasting is Always Possible
• Calibration with Many Checking Rules
• Minimax Theorems