Erratum: Higher Order Elicitability and Osband's Principle
Fissler, Tobias ; Ziegel, Johanna F.
arXiv, Tome 2019 (2019) no. 0, / Harvested from
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).
Publié le : 2019-01-25
Classification:  Mathematics - Statistics Theory,  Quantitative Finance - Mathematical Finance,  Quantitative Finance - Risk Management,  62C99, 91B06 
@article{1901.08826,
     author = {Fissler, Tobias and Ziegel, Johanna F.},
     title = {Erratum: Higher Order Elicitability and Osband's Principle},
     journal = {arXiv},
     volume = {2019},
     number = {0},
     year = {2019},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1901.08826}
}

Fissler, Tobias; Ziegel, Johanna F. Erratum: Higher Order Elicitability and Osband's Principle. arXiv, Tome 2019 (2019) no. 0, . http://gdmltest.u-ga.fr/item/1901.08826/