Pooled conformal calibration incurs irreducible group-wise coverage distortion scaled by cross-group quantile heterogeneity, with Equalized Coverage and Equalized Set Size in fundamental tension.
Asymptotic minimax character of the sam- ple distribution function and of the classical multinomial estimator.The Annals of Mathematical Statistics, pages 642–669
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On the Burden of Achieving Fairness in Conformal Prediction
Pooled conformal calibration incurs irreducible group-wise coverage distortion scaled by cross-group quantile heterogeneity, with Equalized Coverage and Equalized Set Size in fundamental tension.