Citation:
Hart, S. . (2021). Calibrated Forecasts: The Minimax Proof. Discussion Papers. presented at the 11. Retrieved from http://www.ma.huji.ac.il/hart/publ.html#calib-minmax
Abstract:
A formal write-up of the simple proof (1995) of the existence of calibrated forecasts by the minimax theorem, which moreover shows that N^3 periods suffice to guarantee a 1/N calibration error.