Merging sequential e-values via martingales

DOI10.1214/24-ejs2228arXiv2007.06382OpenAlexW4392741924MaRDI QIDQ6200906

Ruodu Wang, Vladimir Vovk

Publication date: 25 March 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.06382

zbMATH Keywords

admissibilitymerging functionsanytime validitybetting scorese-processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Martingales with discrete parameter (60G42) Admissibility in statistical decision theory (62C15)

Cites Work

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