Post-selection inference for e-value based confidence intervals
From MaRDI portal
Publication:6597249
DOI10.1214/24-ejs2253MaRDI QIDQ6597249
Ruodu Wang, Unnamed Author, Aaditya Ramdas
Publication date: 3 September 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Parametric hypothesis testing (62F03) Bayesian inference (62F15) Non-Markovian processes: hypothesis testing (62M07) Paired and multiple comparisons; multiple testing (62J15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Test martingales, Bayes factors and \(p\)-values
- E-values: calibration, combination and applications
- Multiple classification rules for signs of parameters
- The control of the false discovery rate in multiple testing under dependency.
- Two simple sufficient conditions for FDR control
- Time-uniform, nonparametric, nonasymptotic confidence sequences
- Time-uniform Chernoff bounds via nonnegative supermartingales
- Bias-reduced estimators and confidence intervals for odds ratios in genome-wide association studies
- Multiple Three-Decision Rules for Parametric Signs
- An optimal multiple decision rule for signs of parameters
- Selection Adjusted Confidence Intervals With More Power to Determine the Sign
- Universal inference
- Calibration ofρValues for Testing Precise Null Hypotheses
- Game‐Theoretic Foundations for Probability and Finance
- Probability Inequalities for Sums of Bounded Random Variables
- Statistical Methods Related to the Law of the Iterated Logarithm
- False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
- Multiple testing for exploratory research
- Catoni-style confidence sequences for heavy-tailed mean estimation
- Tight concentrations and confidence sequences from the regret of universal portfolio
- Post-selection inference for e-value based confidence intervals
- False discovery rate control with e-values
Related Items (1)
This page was built for publication: Post-selection inference for e-value based confidence intervals