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arXiv Open Access 2013

A prequential test for exchangeable theories

Alvaro Sandroni Eran Shmaya
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Abstrak

We construct a prequential test of probabilistic forecasts that does not reject correct forecasts when the data-generating processes is exchangeable and is not manipulable by a false forecaster.

Topik & Kata Kunci

math.ST

Penulis (2)

A

Alvaro Sandroni

E

Eran Shmaya

Format Sitasi

APA MLA BibTeX
Sandroni, A., Shmaya, E. (2013). A prequential test for exchangeable theories. https://arxiv.org/abs/1305.4421

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Informasi Jurnal
Tahun Terbit
2013
Bahasa
en
Sumber Database
arXiv
Akses
Open Access ✓