A prequential test for exchangeable theories
Statistics Theory
2014-07-21 v1 Statistics Theory
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.
Cite
@article{arxiv.1305.4421,
title = {A prequential test for exchangeable theories},
author = {Alvaro Sandroni and Eran Shmaya},
journal= {arXiv preprint arXiv:1305.4421},
year = {2014}
}