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Statistical calibration: a simplification of Foster’s proof

By Andrés M. Carvajal


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

Topics: QA, HA
Publisher: Elsevier BV
Year: 2009
OAI identifier: oai:wrap.warwick.ac.uk:3380

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  1. (1999). A proof of calibration via Blackwell's approachability theorem," doi
  2. (1956). An analog of the Minimax Theorem for vector payos," doi
  3. (1998). Asymptotic calibration,"
  4. (2006). Blackwell's Approachability Theorem: a generalization in a special case,"

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