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Statistical calibration: A simplification of Foster's proof

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  • Carvajal, Andrés

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.

Suggested Citation

  • Carvajal, Andrés, 2009. "Statistical calibration: A simplification of Foster's proof," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 272-277, September.
  • Handle: RePEc:eee:matsoc:v:58:y:2009:i:2:p:272-277
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    References listed on IDEAS

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    1. D. Foster & R. Vohra, 2010. "Asymptotic Calibration," Levine's Working Paper Archive 468, David K. Levine.
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    Cited by:

    1. Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    2. Francisco Barreras & Álvaro José Riascos Villegas, 2016. "Screening multiple potentially false experts," Monografías 18207, Quantil.

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