Log-optimal anytime-valid E-values
type: Item
instance of: scholarly article
title: Log-optimal anytime-valid E-values
author: Wouter M. Koolen
author: Peter D. Grünwald
published in: International Journal of Approximate Reasoning
publication date: 2022-01-20T00:00:00Z
Mathematics Subject Classification ID: 68T37
zbMATH DE Number: 7460557
zbMATH Keywords: E-value
zbMATH Keywords: anytime-valid E-value
zbMATH Keywords: hypothesis testing
zbMATH Keywords: test martingales
zbMATH Keywords: betting score
zbMATH Keywords: implied target
MaRDI profile type: Publication
full work available at URL: j.ijar.2021.09.010
OpenAlex ID: W3203933637
cites work: Q4023085
cites work: Test martingales, Bayes factors and \(p\)-values
cites work: Game‐Theoretic Foundations for Probability and Finance
cites work: E-values: calibration, combination and applications
DOI: 10.1016/J.IJAR.2021.09.010
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description: scientific article; zbMATH DE number 7460557