T‐calibration in semi‐parametric models
Abstract
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.
Fields of Study & Subjects
Statistical Methods and Inference
Statistical Methods and Bayesian Inference
Bayesian Methods and Mixture Models
Publication details
- Journal / source
- Canadian Journal of Statistics
- Publisher
- Wiley
- Volume
- 54
- Issue
- 1
- Publication date
- 8 January 2026
- Language
- EN