Supplement to "Erratum: Higher Order Elicitability and Osband's Principle"

TL;DR

This paper provides corrections and clarifications to previous results on higher order elicitability and Osband's principle, addressing inaccuracies in earlier propositions and theorems.

Contribution

It offers precise corrections to key propositions and theorems in the theory of higher order elicitability, improving the rigor of the existing literature.

Findings

Corrected conditions in Proposition 3.4 and Theorem 5.2(ii)

Clarified imprecisions in Propositions 4.2 and 4.4 of prior work

Enhanced theoretical accuracy in the framework of elicitability

Abstract

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).