A Prequential test for Exchangeable Theories

Alvaro Sandroni, Eran Shmaya

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

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.
Original languageEnglish (US)
Pages (from-to)497-505
Number of pages9
JournalJournal of Dynamics and Games (JDG)
Volume1
Issue number3
DOIs
StatePublished - 2014

Fingerprint

Dive into the research topics of 'A Prequential test for Exchangeable Theories'. Together they form a unique fingerprint.

Cite this