Bayes-optimal prediction with frequentist coverage control

DOI10.3150/22-BEJ1484MaRDI QIDQ2692516

Peter D. Hoff

Publication date: 22 March 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.14045

zbMATH Keywords

hypothesis testingdisintegrationNeyman-Pearson lemmaconformal predictiontolerance region

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Sufficiency and information (62Bxx)

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