Work

T‐calibration in semi‐parametric models

Year: 2026

Type: article

Abstract: This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.

Source: Canadian Journal of Statistics

DOI: 10.1002/cjs.70035

Authors: Anja Mühlemann, Johanna Ziegel

Institutions: University of Bern, ETH Zurich, Seminar for Statistics

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $2,970

Funder: Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung