Statistical calibration: a simplification of Foster’s proof

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Carvajal, Andrés M.;
  • Publisher: Elsevier BV
  • Identifiers: doi: 10.1016/j.mathsocsci.2009.04.001
  • Subject: QA | HA
    arxiv: Statistics::Computation | Computer Science::Computers and Society | Statistics::Other Statistics | Computer Science::Computer Science and Game Theory

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. (20... View more
  • References (4)

    Blackwell, D., \An analog of the Minimax Theorem for vector payo s," Paci c Journal of Mathematics 6, 1-8, 1956.

    Greenwald, A., A. Jafari and C. Marks, \Blackwell's Approachability Theorem: a generalization in a special case," Dept. of Computer Science, Brown University, CS-06-01, 2006.

    Foster, D., \A proof of calibration via Blackwell's approachability theorem," Games and Economic Behavior 29, 73-78, 1999.

    Foster, D. and R. Vohra, \Asymptotic calibration," Biometrika 85, 379-390, 1998.

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