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Statistical calibration: a simplification of Foster’s proof
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Carvajal, Andrés M. (2009) Statistical calibration: a simplification of Foster’s proof. Mathematical Social Sciences, Vol.58 (No.2). pp. 272-277. doi:10.1016/j.mathsocsci.2009.04.001 ISSN 0165-4896.
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Official URL: http://dx.doi.org/10.1016/j.mathsocsci.2009.04.001...
Abstract
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.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics H Social Sciences > HA Statistics |
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Divisions: | Faculty of Social Sciences > Economics | ||||
Library of Congress Subject Headings (LCSH): | Economic forecasting, Prediction theory -- Research, Bayesian statistical decision theory, Econometric models, Stochastic analysis | ||||
Journal or Publication Title: | Mathematical Social Sciences | ||||
Publisher: | Elsevier BV | ||||
ISSN: | 0165-4896 | ||||
Official Date: | September 2009 | ||||
Dates: |
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Volume: | Vol.58 | ||||
Number: | No.2 | ||||
Page Range: | pp. 272-277 | ||||
DOI: | 10.1016/j.mathsocsci.2009.04.001 | ||||
Status: | Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) |
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