Recent advances of statistics have allowed for developments of powerful methodologies to analyze data from both the theoretical and the methodological point of view. However, the issue of calibrating the parameters involved in modern statistical procedures remains most of the time an open question, raising many difficulties for practitioners. This ANR proposal, entitled "statistical calibration" aims at providing some remedies to fulfill this gap and strengthening collaborations between theoreticians and practitioners. Even if for obvious reasons, calibration aspects have always been considered, at least in practice, the calibration of statistical procedures constitutes a fundamental, challenging and topical axis of research. We intend to deal with this question by using modern mathematical technics such as non-asymptotic concentration inequalities, the contribution of the Bayesian approach and the recent developments of classical methods such as $V$-fold cross-validation, bootstrap and resampling or more innovative ones such as random forests. We aim at facing with various problems such as supervised and non-supervised classification, non-parametric estimation, detection, testing... To address these problems, all the modern methodologies will be considered. The structure of our proposal detailed in the scientific file emphasizes the importance of practical aspects in our project (several non-mathematician experts are involved). Even if theoretical results will be investigated, this choice highlights that concrete aspects of calibration and the use of our methods by practitioners will be our main motivation. Specialists of calibration and of the topics mentioned previously are gathered in the ANR "Calibration" proposal. More precisely, this project is composed of 34 members (27 have a permanent position, and 7 are PhD students or postdocs). Most of them have a position in one of the three partners involved in the project : CEREMADE (Paris Dauphine), Laboratoire Jean-Alexandre Dieudonné (University of Nice) and Laboratoire de Mathématiques of the University Paris Sud. The coordinator of the project is Vincent Rivoirard (University Paris Dauphine). Scientific tasks are coordinated by Pascal Massart (University Paris Sud - Orsay), Sylvain Arlot (CNRS and ENS Paris) and Patricia Reynaud-Bouret (CNRS and University of Nice). The requested budget for this proposal is 590 148 euros. These funds will be allocated to finance three post-doctorate positions of one year (one for each partner), missions, invitations of researchers, computer equipments, working meetings and one international workshop on the topic of statistical calibration.