Sergiu Hart / papers / Calibrated Forecasts: The Minimax Proof

Calibrated Forecasts: The Minimax Proof

Sergiu Hart



   
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Abstract

We provide a formal write-up of the simple proof (1995) of the exis- tence of calibrated forecasts by the minimax theorem, which moreover shows that N3 periods suffice to guarantee a calibration error of at most 1/N.







   


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