T‐calibration in semi‐parametric models
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.
Authors
- Johanna F. Ziegel (ORCID: https://orcid.org/0000-0002-5916-9746)
Institutions
- University of Bern (CH)
- Bern University of Applied Sciences (CH)
- ETH Zurich (CH)
- Institute for Biomedical Engineering (CH)
- Zurich University of Teacher Education (CH)
Publication Details
- Journal
- Canadian Journal of Statistics
- Published
- 2026-01-08
- DOI
- https://doi.org/10.1002/cjs.70035
- Citations
- 1
- Primary Topic
- Statistical Methods and Inference
- Type
- article
- Field-Weighted Citation Impact
- 41.27