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
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Authors: | Carvajal, Andrés |
Published in: |
Mathematical Social Sciences. - Elsevier, ISSN 0165-4896. - Vol. 58.2009, 2, p. 272-277
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Publisher: |
Elsevier |
Keywords: | Calibration Forecasting Prediction of sequences Blackwell's Approachability Theorem |
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