Game-theoretic statistics and safe anytime-valid inference

DOI10.1214/23-sts894arXiv2210.01948MaRDI QIDQ6145149

Aaditya Ramdas, Vladimir Vovk, Glenn R. Shafer, Peter D. Grünwald

Publication date: 30 January 2024

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.01948

zbMATH Keywords

e-processoptional stoppingconfidence sequencetest martingalesuniversal inferenceVille's inequalityreverse information projectionnonparametric composite hypothesis testing

Mathematics Subject Classification ID

Statistics (62-XX)

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