1.
Stat Pap (Berl)
; 65(2): 1125-1132, 2024.
Article
in English
| MEDLINE
| ID: mdl-38523831
ABSTRACT
Given a statistical functional of interest such as the mean or median, a (strict) identification function is zero in expectation at (and only at) the true functional value. Identification functions are key objects in forecast validation, statistical estimation and dynamic modelling. For a possibly vector-valued functional of interest, we fully characterise the class of (strict) identification functions subject to mild regularity conditions.