Statistical calibration: A simplification of Foster's proof
AbstractFoster (1999) has given a proof of the Calibration Theorem of Foster and Vohra (1998), using the Approachability Theorem proposed by Blackwell (1956). This note presents a simplified version of Foster's argument, invoking the specialization given by Greenwald etÂ al. (2006) of Blackwell's Theorem.
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Bibliographic InfoArticle provided by Elsevier in its journal Mathematical Social Sciences.
Volume (Year): 58 (2009)
Issue (Month): 2 (September)
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Web page: http://www.elsevier.com/locate/inca/505565
Calibration Forecasting Prediction of sequences Blackwell's Approachability Theorem;
Other versions of this item:
- Andrés Carvajal, 2006. "Statistical Calibration: a simplification of Foster's Prof," INVESTIGACIÃN ECONÃMICA EN COLOMBIA 003525, FUNDACIÓN PONDO.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- D. Foster & R. Vohra, 2010. "Asymptotic Calibration," Levine's Working Paper Archive 468, David K. Levine.
- Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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