Mostly calibrated
Prequential testing of a forecaster is known to be manipulable if the test must pass an informed forecaster for all possible true distributions. Stewart (J Econ Theory 146(5):2029–2041, 2011 ) provides a non-manipulable prequential likelihood test that only fails an informed forecaster on a small, c...
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| Veröffentlicht in: | International journal of game theory 2015-02, Vol.44 (1), p.153-163 |
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| container_title | International journal of game theory |
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| creator | Feinberg, Yossi Lambert, Nicolas S. |
| description | Prequential testing of a forecaster is known to be manipulable if the test must pass an informed forecaster for all possible true distributions. Stewart (J Econ Theory 146(5):2029–2041,
2011
) provides a non-manipulable prequential likelihood test that only fails an informed forecaster on a small, category I, set of distributions. We present a prequential test based on calibration that also fails the informed forecaster on at most a category I set of true distributions and is non-manipulable. Our construction sheds light on the relationship between likelihood and calibration with respect to the distributions they reject. |
| doi_str_mv | 10.1007/s00182-014-0423-0 |
| format | Article |
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2011
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2011
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Stewart (J Econ Theory 146(5):2029–2041,
2011
) provides a non-manipulable prequential likelihood test that only fails an informed forecaster on a small, category I, set of distributions. We present a prequential test based on calibration that also fails the informed forecaster on at most a category I set of true distributions and is non-manipulable. Our construction sheds light on the relationship between likelihood and calibration with respect to the distributions they reject.</abstract><cop>Berlin/Heidelberg</cop><pub>Springer Berlin Heidelberg</pub><doi>10.1007/s00182-014-0423-0</doi><tpages>11</tpages></addata></record> |
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| ispartof | International journal of game theory, 2015-02, Vol.44 (1), p.153-163 |
| issn | 0020-7276 1432-1270 |
| language | eng |
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| source | EBSCOhost Business Source Complete; SpringerLink Journals - AutoHoldings |
| subjects | Analysis Behavioral/Experimental Economics Calibration Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Game Theory Normal distribution Operations Research/Decision Theory Probability Rain Social and Behav. Sciences Stochastic models Studies |
| title | Mostly calibrated |
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