Statistical calibration: A simplification of Foster's proof

Andrés Carvajal

Mathematical Social Sciences, 2009, vol. 58, issue 2, 272-277

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.

Keywords: Calibration; Forecasting; Prediction; of; sequences; Blackwell's; Approachability; Theorem (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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Working Paper: Statistical Calibration: a simplification of Foster's Prof (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matsoc:v:58:y:2009:i:2:p:272-277

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