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Sequential testing for elicitable functionals via supermartingales - MaRDI portal

Sequential testing for elicitable functionals via supermartingales (Q6201853)

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scientific article; zbMATH DE number 7824105
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English
Sequential testing for elicitable functionals via supermartingales
scientific article; zbMATH DE number 7824105

    Statements

    title
    Sequential testing for elicitable functionals via supermartingales (English)
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    author
    Philippe Casgrain
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    Martin Larsson
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    Johanna F. Ziegel
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    published in
    Bernoulli
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    publication date
    26 March 2024
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    zbMATH Keywords
    anytime valid testing
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    elicitable functionals
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    identifiable functionals
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    online optimization
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    sequential statistics
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    Identifiers

    arXiv ID
    2204.05680
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    DOI
    10.3150/23-bej1634
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    zbMATH DE Number
    7824105
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    OpenAlex ID
    W4391458275
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    Wikidata QID
    Q128886106
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