Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/313355 
Year of Publication: 
2023
Citation: 
[Journal:] Statistical Papers [ISSN:] 1613-9798 [Volume:] 65 [Issue:] 2 [Publisher:] Springer Berlin Heidelberg [Year:] 2023 [Pages:] 1125-1132
Publisher: 
Springer Berlin Heidelberg
Abstract: 
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.
Subjects: 
Calibration
Characterisation
Identification function
Point forecasts
Z-estimation
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
Document Version: 
Published Version
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