论文标题
Osband的识别功能原则
Osband's Principle for Identification Functions
论文作者
论文摘要
给定关注的统计函数（例如平均值或中位数），（严格）识别函数的期望值为（仅在）真实功能值中为零。识别功能是预测验证，统计估计和动态建模的关键对象。对于可能感兴趣的矢量值功能，我们完全表征了受轻度规律性条件的（严格）识别功能的类别。
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.
