Statistical calibration: a simplification of Foster's proof

DOI10.1016/J.MATHSOCSCI.2009.04.001MaRDI QIDQ732934zbMATH OpenOpenAlexFDO

Authors 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

forecastingcalibrationBlackwell's approachability theoremprediction of sequences

Mathematics Subject Classification ID

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

Recommendations

• A geometric proof of calibration
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Cites work

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

Cited in

(1)

• A geometric proof of calibration

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