2 papers
stat.ME2026
Measures of predictive accuracy, miscalibration and discrimination
Åukasz Delong, Mario Wüthrich
We study the evaluation of real-valued point predictors under the decision-theoretic framework of mean-consistent loss functions given by the Bregman divergences. We first derive a…
stat.AP2025
Universal Inference for Testing Calibration of Mean Estimates within the Exponential Dispersion Family
Åukasz Delong, Mario Wüthrich
Calibration of mean estimates for predictions is a crucial property in many applications, particularly in the fields of financial and actuarial decision-making. In this paper, we f…