T-calibration in semi-parametric models
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866916617912320000 |
|---|---|
| author | Mühlemann, Anja Ziegel, Johanna |
| author_facet | Mühlemann, Anja Ziegel, Johanna |
| contents | This note relates the calibration of models to the consistent loss functions for the target functional of the model. We demonstrate that a model is calibrated if and only if there is a parameter value that is optimal under all consistent loss functions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_11727 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | T-calibration in semi-parametric models Mühlemann, Anja Ziegel, Johanna Statistics Theory This note relates the calibration of models to the consistent loss functions for the target functional of the model. We demonstrate that a model is calibrated if and only if there is a parameter value that is optimal under all consistent loss functions. |
| title | T-calibration in semi-parametric models |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2502.11727 |