Correction note: Higher order elicitability and Osband’s principle

Tobias Fissler, Johanna F. Ziegel

Publication: Scientific journalJournal articlepeer-review

Abstract

A pair of errors regarding Proposition 3.4 and Theorem 5.2(ii) of Fissler and Ziegel (2016) have been noted. Corrections to them along with comments on imprecisions in two other results, Propositions 4.2 and 4.4 in the same article, are provided in the online supplement Fissler and Ziegel (2020).
Original languageEnglish
Pages (from-to)614
JournalAnnals of Statistics
Volume49
Issue number1
DOIs
Publication statusPublished - 2021

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