paper

Supplement to "Erratum: Higher Order Elicitability and Osband's Principle"

arXiv:1901.08826 · doi:10.1214/20-AOS2014

Abstract

This note corrects conditions in Proposition 3.4 and Theorem 5.2(ii) and comments on imprecisions in Propositions 4.2 and 4.4 in Fissler and Ziegel (2016).

12 pages, 1 figure, to appear as a supplement in the Annals of Statistics