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Statistical calibration: A simplification of Foster's proof

Foster (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 et al. (2006) of Blackwell's Theorem.
Year of publication:
2009
Authors: Carvajal, Andrés
Published in:
Mathematical Social Sciences. - Elsevier, ISSN 0165-4896. - Vol. 58.2009, 2, p. 272-277
Publisher: Elsevier
Keywords: Calibration Forecasting Prediction of sequences Blackwell's Approachability Theorem
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005066320
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