Settings – Permissions

Calendar Permissions Settings is located under My Calendar > Settings > Permissions.

My Calendar: Permissions Settings

My Calendar Permissions

Permissions in My Calendar are granular, so you can provide user roles with access only to specific portions of My Calendar. It supports custom roles, as well, so you can grant permissions to any role you create or that is created by a membership plugin.
The administrator role has all capabilities, and you can not remove these in My Calendar.